+191.2%
TER vs SITM
+318.4%
-127.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -3.1% |
| 7D | +14.4% | +6.6% | +7.7% | +11.7% |
| 30D | -30.6% | -15.3% | -15.3% | -25.5% |
| 3M | -39.2% | -35.4% | -3.8% | -27.5% |
| 6M | -31.3% | -46.8% | +15.5% | -12.9% |
| YTD | +29.1% | +25.9% | +3.2% | +15.7% |
| 1Y | +47.4% | +54.0% | -6.6% | +22.7% |
| 3Y | +191.2% | +315.6% | -124.3% | +44.7% |
| All | +191.2% | +318.4% | -127.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling