+21.1%
STM vs SITM
+164.5%
-143.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +1.7% | +3.7% | -2.0% | +0.3% |
| 30D | -5.2% | -14.5% | +9.4% | -0.3% |
| 3M | -29.6% | -10.6% | -19.1% | -28.0% |
| 6M | +54.4% | +65.5% | -11.2% | +26.1% |
| YTD | +99.5% | +67.0% | +32.5% | +59.9% |
| 1Y | +100.8% | +138.6% | -37.8% | +39.2% |
| 3Y | +20.2% | +421.8% | -401.7% | -44.5% |
| 5Y | +21.1% | +172.4% | -151.3% | -42.6% |
| All | +21.1% | +164.5% | -143.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling