+77.1%
STT vs SITM
+140.9%
-63.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.4% | +4.8% | -6.2% | -1.7% |
| 30D | +2.2% | -9.7% | +11.9% | +2.8% |
| 3M | +18.8% | -9.3% | +28.1% | +18.5% |
| 6M | +57.9% | +69.5% | -11.6% | +46.1% |
| YTD | +51.0% | +70.5% | -19.5% | +39.3% |
| 1Y | +77.1% | +145.3% | -68.1% | +58.9% |
| All | +77.1% | +140.9% | -63.8% | +58.9% |
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