+195.6%
STT vs SITM
+412.8%
-217.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.0% | +3.7% | -2.7% | +0.6% |
| 30D | +2.8% | -14.5% | +17.3% | +4.3% |
| 3M | +18.1% | -10.6% | +28.7% | +18.1% |
| 6M | +59.2% | +65.5% | -6.3% | +45.6% |
| YTD | +51.5% | +67.0% | -15.5% | +37.5% |
| 1Y | +75.7% | +138.6% | -62.9% | +50.9% |
| All | +195.6% | +412.8% | -217.3% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling