-25.8%
TE vs SITM
+47.5%
-73.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.4% | +5.8% | -0.2% |
| 7D | +3.8% | -19.5% | +23.3% | +11.9% |
| 30D | -26.2% | -43.2% | +17.0% | -10.8% |
| 3M | -49.7% | -30.8% | -18.9% | -43.9% |
| 6M | -46.5% | -28.6% | -17.9% | -39.0% |
| YTD | -59.1% | +14.2% | -73.3% | -55.3% |
| 1Y | -25.8% | +44.4% | -70.2% | -15.4% |
| All | -25.8% | +47.5% | -73.3% | -15.4% |
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 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