+148.6%
TE vs SITM
+174.8%
-26.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -0.5% |
| 7D | -4.0% | +9.7% | -13.7% | -6.5% |
| 30D | -15.9% | +12.7% | -28.6% | -19.5% |
| 3M | -60.5% | -13.4% | -47.1% | -59.7% |
| 6M | -35.2% | +59.6% | -94.8% | -37.5% |
| YTD | -31.1% | +73.3% | -104.4% | -33.1% |
| 1Y | +148.6% | +165.5% | -16.9% | +212.9% |
| All | +148.6% | +174.8% | -26.1% | +212.9% |
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