+129.6%
STM vs SITM
+4,608.4%
-4,478.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.7% | -0.1% |
| 7D | +5.8% | +9.7% | -3.9% | +2.8% |
| 30D | -1.0% | +12.7% | -13.7% | -5.9% |
| 3M | -33.3% | -13.4% | -19.8% | -31.1% |
| 6M | +57.4% | +59.6% | -2.3% | +32.6% |
| YTD | +102.2% | +73.3% | +28.9% | +64.0% |
| 1Y | +99.6% | +165.5% | -66.0% | +39.4% |
| 3Y | +14.5% | +368.7% | -354.2% | -39.6% |
| 5Y | +21.4% | +172.5% | -151.1% | -33.4% |
| All | +129.6% | +4,608.4% | -4,478.8% | -33.0% |
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