+33.8%
UL vs SITM
+73.6%
-39.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.1% |
| 7D | +1.1% | +6.6% | -5.5% | +1.1% |
| 30D | +4.5% | -15.3% | +19.8% | +4.6% |
| 3M | +6.5% | -35.4% | +41.9% | +6.7% |
| 6M | +18.2% | -46.8% | +64.9% | +18.9% |
| YTD | +4.7% | +25.9% | -21.2% | +2.8% |
| 1Y | +0.8% | +54.0% | -53.2% | -1.6% |
| 3Y | +35.9% | +315.6% | -279.7% | +22.7% |
| All | +33.8% | +73.6% | -39.8% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling