+280.3%
TER vs SITM
+420.7%
-140.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.4% | +5.0% |
| 7D | +11.0% | +8.4% | +2.6% | +7.5% |
| 30D | -1.9% | -17.4% | +15.5% | +5.5% |
| 3M | -0.7% | -9.8% | +9.2% | +2.7% |
| 6M | +36.4% | +83.0% | -46.6% | +6.7% |
| YTD | +92.4% | +69.6% | +22.9% | +52.4% |
| 1Y | +213.5% | +144.9% | +68.6% | +113.5% |
| All | +280.3% | +420.7% | -140.4% | +67.4% |
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