+48.7%
TEAM vs SITM
+4,608.4%
-4,559.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.2% | -3.9% |
| 7D | -0.4% | +9.7% | -10.2% | -2.4% |
| 30D | +67.3% | +12.7% | +54.6% | +60.9% |
| 3M | +86.8% | -13.4% | +100.2% | +85.7% |
| 6M | +146.8% | +59.6% | +87.2% | +106.1% |
| YTD | +16.9% | +73.3% | -56.4% | -6.2% |
| 1Y | +12.8% | +165.5% | -152.8% | -20.9% |
| 3Y | -7.3% | +368.7% | -376.0% | -49.2% |
| 5Y | -50.7% | +172.5% | -223.2% | -71.5% |
| All | +48.7% | +4,608.4% | -4,559.7% | -38.2% |
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