+146.4%
V vs SITM
+3,319.5%
-3,173.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.8% |
| 7D | +0.9% | +6.6% | -5.7% | +0.2% |
| 30D | +9.0% | -15.3% | +24.3% | +10.1% |
| 3M | +16.7% | -35.4% | +52.1% | +20.3% |
| 6M | +33.4% | -46.8% | +80.2% | +38.5% |
| YTD | +22.4% | +25.9% | -3.5% | +13.4% |
| 1Y | +27.7% | +54.0% | -26.3% | +15.3% |
| 3Y | +78.0% | +315.6% | -237.6% | +31.4% |
| 5Y | +108.5% | +74.4% | +34.1% | +60.7% |
| All | +146.4% | +3,319.5% | -3,173.1% | +13.6% |
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