+125.0%
SU vs SITM
+452.7%
-327.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.4% |
| 7D | +2.2% | +3.9% | -1.6% | +2.0% |
| 30D | +8.4% | -6.6% | +15.0% | +8.7% |
| 3M | +12.1% | -11.9% | +24.0% | +12.3% |
| 6M | +19.7% | +81.1% | -61.5% | +12.3% |
| YTD | +58.4% | +80.0% | -21.6% | +48.1% |
| 1Y | +67.2% | +145.8% | -78.6% | +50.8% |
| 3Y | +125.0% | +475.9% | -350.8% | +77.4% |
| All | +125.0% | +452.7% | -327.6% | +77.4% |
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