+214.8%
TER vs SITM
+140.9%
+73.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -4.4% |
| 7D | +9.4% | +4.8% | +4.5% | +7.1% |
| 30D | -2.4% | -9.7% | +7.3% | +1.8% |
| 3M | +6.5% | -9.3% | +15.9% | +10.4% |
| 6M | +23.2% | +69.5% | -46.3% | -0.3% |
| YTD | +91.5% | +70.5% | +21.0% | +53.7% |
| 1Y | +214.8% | +145.3% | +69.6% | +138.1% |
| All | +214.8% | +140.9% | +73.9% | +138.1% |
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