+18.4%
U vs SITM
+47.5%
-29.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.4% | +14.2% | +5.7% |
| 7D | +7.5% | -19.5% | +27.0% | +9.5% |
| 30D | -7.0% | -43.2% | +36.2% | -2.6% |
| 3M | +20.6% | -30.8% | +51.4% | +23.3% |
| 6M | +53.2% | -28.6% | +81.8% | +55.8% |
| YTD | -3.9% | +14.2% | -18.1% | -4.9% |
| 1Y | +18.4% | +44.4% | -26.0% | +17.0% |
| All | +18.4% | +47.5% | -29.1% | +17.0% |
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