-48.5%
TE vs SITM
+2,583.5%
-2,631.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +10.6% |
| 7D | +18.2% | +8.4% | +9.9% | +15.3% |
| 30D | -13.5% | -17.4% | +3.9% | -8.8% |
| 3M | -44.6% | -9.8% | -34.7% | -43.0% |
| 6M | -24.7% | +83.0% | -107.7% | -37.9% |
| YTD | -24.3% | +69.6% | -93.8% | -37.2% |
| 1Y | +155.6% | +144.9% | +10.7% | +84.6% |
| 3Y | -18.3% | +429.9% | -448.1% | -54.1% |
| 5Y | -41.3% | +169.2% | -210.5% | -64.9% |
| All | -48.5% | +2,583.5% | -2,631.9% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling