+96.8%
STM vs SITM
+3,318.8%
-3,222.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +1.2% |
| 7D | -7.9% | -0.1% | -7.8% | -8.0% |
| 30D | -14.1% | -27.4% | +13.3% | -5.5% |
| 3M | -17.6% | -35.6% | +18.0% | -6.5% |
| 6M | -24.2% | -46.6% | +22.4% | -10.0% |
| YTD | +73.3% | +25.8% | +47.5% | +54.2% |
| 1Y | +90.1% | +38.2% | +51.8% | +63.8% |
| 3Y | +10.3% | +311.5% | -301.2% | -39.4% |
| 5Y | -5.7% | +94.6% | -100.4% | -42.6% |
| All | +96.8% | +3,318.8% | -3,222.0% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling