+21.4%
UL vs SITM
+4,507.3%
-4,485.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -1.3% | +8.4% | -9.7% | -1.6% |
| 30D | +0.9% | -17.4% | +18.3% | +1.4% |
| 3M | +14.2% | -9.8% | +24.1% | +14.1% |
| 6M | -3.2% | +83.0% | -86.2% | -6.6% |
| YTD | -0.3% | +69.6% | -69.9% | -3.7% |
| 1Y | -8.8% | +144.9% | -153.7% | -13.7% |
| 3Y | +23.9% | +429.9% | -406.0% | +8.4% |
| 5Y | +21.4% | +169.2% | -147.8% | +6.3% |
| All | +21.4% | +4,507.3% | -4,485.9% | -16.6% |
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 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