+27.1%
SW vs SITM
+26.7%
+0.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +17.4% | -18.4% | -1.9% |
| 7D | +2.3% | -6.7% | +9.1% | +2.6% |
| 30D | +6.8% | -37.3% | +44.1% | +10.1% |
| 3M | -5.2% | -39.4% | +34.2% | -2.4% |
| 6M | +7.4% | -33.1% | +40.5% | +8.7% |
| YTD | +17.4% | +18.0% | -0.6% | +7.8% |
| 1Y | +27.1% | +22.7% | +4.4% | +15.5% |
| All | +27.1% | +26.7% | +0.4% | +15.5% |
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