+27.5%
UL vs SITM
+3,319.5%
-3,292.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.2% |
| 7D | +1.1% | +6.6% | -5.5% | +0.9% |
| 30D | +4.5% | -15.3% | +19.8% | +4.8% |
| 3M | +6.5% | -35.4% | +41.9% | +7.4% |
| 6M | +18.2% | -46.8% | +64.9% | +19.7% |
| YTD | +4.7% | +25.9% | -21.2% | +1.7% |
| 1Y | +0.8% | +54.0% | -53.2% | -3.1% |
| 3Y | +35.9% | +315.6% | -279.7% | +19.3% |
| 5Y | +33.4% | +74.4% | -41.0% | +19.1% |
| All | +27.5% | +3,319.5% | -3,292.1% | -11.9% |
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