+475.0%
TER vs SITM
+4,608.4%
-4,133.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.1% | +3.3% |
| 7D | +0.6% | +9.7% | -9.1% | -2.4% |
| 30D | -8.3% | +12.7% | -21.0% | -13.1% |
| 3M | -12.2% | -13.4% | +1.2% | -8.2% |
| 6M | +17.1% | +59.6% | -42.5% | -1.3% |
| YTD | +84.7% | +73.3% | +11.4% | +49.9% |
| 1Y | +199.9% | +165.5% | +34.4% | +109.4% |
| 3Y | +232.8% | +368.7% | -136.0% | +76.3% |
| 5Y | +198.6% | +172.5% | +26.1% | +65.6% |
| All | +475.0% | +4,608.4% | -4,133.4% | +96.2% |
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