+43.2%
TER vs SITM
+47.5%
-4.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.4% | +2.5% | -2.5% |
| 7D | -19.9% | -19.5% | -0.3% | -11.4% |
| 30D | -43.5% | -43.2% | -0.3% | -27.4% |
| 3M | -37.8% | -30.8% | -6.9% | -27.4% |
| 6M | -25.6% | -28.6% | +3.0% | -13.1% |
| YTD | +29.8% | +14.2% | +15.6% | +27.0% |
| 1Y | +43.2% | +44.4% | -1.2% | +32.2% |
| All | +43.2% | +47.5% | -4.3% | +32.2% |
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 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