-19.6%
STM vs SITM
-46.2%
+26.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +16.3% | +32.5% | -16.3% | +0.2% |
| 30D | -6.3% | -18.8% | +12.5% | +3.0% |
| 3M | -14.1% | -30.9% | +16.8% | +1.2% |
| 6M | -19.6% | -44.5% | +24.9% | +16.5% |
| All | -19.6% | -46.2% | +26.6% | +16.5% |
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