+57.4%
STM vs SITM
+49.4%
+8.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.7% | -0.8% |
| 7D | +5.8% | +9.7% | -3.9% | +1.8% |
| 30D | -1.0% | +12.7% | -13.7% | -7.4% |
| 3M | -33.3% | -13.4% | -19.8% | -30.3% |
| 6M | +57.4% | +59.6% | -2.3% | +18.1% |
| All | +57.4% | +49.4% | +8.0% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling