+35.9%
UL vs SITM
+318.4%
-282.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +0.9% |
| 7D | +1.1% | +6.6% | -5.5% | +1.4% |
| 30D | +4.5% | -15.3% | +19.8% | +4.2% |
| 3M | +6.5% | -35.4% | +41.9% | +5.5% |
| 6M | +18.2% | -46.8% | +64.9% | +17.4% |
| YTD | +4.7% | +25.9% | -21.2% | +5.0% |
| 1Y | +0.8% | +54.0% | -53.2% | +1.3% |
| 3Y | +35.9% | +315.6% | -279.7% | +29.4% |
| All | +35.9% | +318.4% | -282.5% | +29.4% |
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