+96.4%
U vs SITM
-48.3%
+144.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.5% | +10.8% | +6.0% |
| 7D | +2.6% | +6.6% | -4.1% | +1.4% |
| 30D | +27.6% | -15.3% | +42.9% | +30.9% |
| 3M | +15.3% | -35.4% | +50.7% | +23.7% |
| 6M | +96.4% | -46.8% | +143.2% | +98.2% |
| All | +96.4% | -48.3% | +144.7% | +98.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling