+116.7%
V vs SITM
+4,608.4%
-4,491.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.6% |
| 7D | -1.7% | +9.7% | -11.4% | -2.6% |
| 30D | +2.0% | +12.7% | -10.7% | +0.1% |
| 3M | +17.4% | -13.4% | +30.8% | +17.3% |
| 6M | +17.5% | +59.6% | -42.1% | +8.3% |
| YTD | +7.6% | +73.3% | -65.7% | -2.4% |
| 1Y | +7.7% | +165.5% | -157.8% | -8.2% |
| 3Y | +54.7% | +368.7% | -314.1% | +14.6% |
| 5Y | +73.0% | +172.5% | -99.5% | +27.4% |
| All | +116.7% | +4,608.4% | -4,491.7% | -2.2% |
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