+10.3%
STM vs SITM
+306.2%
-295.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +1.3% |
| 7D | -7.9% | -0.1% | -7.8% | -8.1% |
| 30D | -14.1% | -27.4% | +13.3% | -5.1% |
| 3M | -17.6% | -35.6% | +18.0% | -5.9% |
| 6M | -24.2% | -46.6% | +22.4% | -9.7% |
| YTD | +73.3% | +25.8% | +47.5% | +55.0% |
| 1Y | +90.1% | +38.2% | +51.8% | +64.5% |
| 3Y | +10.3% | +311.5% | -301.2% | -36.6% |
| All | +10.3% | +306.2% | -295.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling