+29.3%
V vs SITM
+47.5%
-18.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.4% | +13.2% | +3.5% |
| 7D | +9.0% | -19.5% | +28.5% | +8.4% |
| 30D | +18.1% | -43.2% | +61.3% | +16.6% |
| 3M | +18.3% | -30.8% | +49.2% | +17.3% |
| 6M | +34.1% | -28.6% | +62.7% | +31.6% |
| YTD | +25.2% | +14.2% | +11.0% | +20.8% |
| 1Y | +29.3% | +44.4% | -15.1% | +23.9% |
| All | +29.3% | +47.5% | -18.2% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling