+52.0%
STT vs SITM
+47.5%
+4.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.4% | +11.5% | +2.8% |
| 7D | -0.1% | -19.5% | +19.5% | +1.3% |
| 30D | -1.7% | -43.2% | +41.5% | +1.7% |
| 3M | -6.4% | -30.8% | +24.5% | -4.5% |
| 6M | +17.7% | -28.6% | +46.3% | +18.1% |
| YTD | +36.9% | +14.2% | +22.7% | +31.7% |
| 1Y | +52.0% | +44.4% | +7.7% | +43.0% |
| All | +52.0% | +47.5% | +4.5% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling