-29.3%
TE vs SITM
+89.4%
-118.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +10.9% |
| 7D | +18.2% | +8.4% | +9.9% | +14.0% |
| 30D | -13.5% | -17.4% | +3.9% | -6.7% |
| 3M | -44.6% | -9.8% | -34.7% | -43.2% |
| All | -29.3% | +89.4% | -118.7% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling