+28.1%
SW vs SITM
+47.5%
-19.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.4% | +13.4% | +4.6% |
| 7D | +12.1% | -19.5% | +31.6% | +13.3% |
| 30D | +6.6% | -43.2% | +49.8% | +10.2% |
| 3M | -6.0% | -30.8% | +24.8% | -4.6% |
| 6M | +21.5% | -28.6% | +50.1% | +21.6% |
| YTD | +20.3% | +14.2% | +6.1% | +13.3% |
| 1Y | +28.1% | +44.4% | -16.2% | +18.2% |
| All | +28.1% | +47.5% | -19.4% | +18.2% |
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