+9.5%
V vs SITM
+140.9%
-131.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | 0.0% |
| 7D | -3.0% | +4.8% | -7.9% | -2.9% |
| 30D | +1.2% | -9.7% | +10.9% | +1.0% |
| 3M | +13.9% | -9.3% | +23.2% | +13.8% |
| 6M | +17.2% | +69.5% | -52.3% | +15.6% |
| YTD | +5.3% | +70.5% | -65.2% | +4.1% |
| 1Y | +9.5% | +145.3% | -135.8% | +11.5% |
| All | +9.5% | +140.9% | -131.4% | +11.5% |
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