-37.5%
U vs SITM
+731.5%
-769.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.5% |
| 7D | +4.5% | +8.4% | -3.9% | +1.1% |
| 30D | -0.6% | -17.4% | +16.8% | +5.8% |
| 3M | +48.4% | -9.8% | +58.3% | +48.3% |
| 6M | +115.4% | +83.0% | +32.4% | +50.3% |
| YTD | -3.2% | +69.6% | -72.8% | -33.4% |
| 1Y | -6.0% | +144.9% | -150.9% | -47.7% |
| 3Y | +13.5% | +429.9% | -416.4% | -64.1% |
| 5Y | -68.0% | +169.2% | -237.2% | -87.3% |
| All | -37.5% | +731.5% | -769.0% | -86.3% |
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