+35.6%
W vs SITM
+3,319.5%
-3,283.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +2.6% |
| 7D | +0.2% | +6.6% | -6.5% | -2.5% |
| 30D | +6.8% | -15.3% | +22.1% | +11.3% |
| 3M | +10.7% | -35.4% | +46.0% | +24.9% |
| 6M | +86.3% | -46.8% | +133.1% | +116.9% |
| YTD | +11.5% | +25.9% | -14.4% | -17.1% |
| 1Y | +5.1% | +54.0% | -48.9% | -29.8% |
| 3Y | +171.0% | +315.6% | -144.6% | -4.3% |
| 5Y | -56.6% | +74.4% | -131.1% | -79.4% |
| All | +35.6% | +3,319.5% | -3,283.9% | -79.9% |
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