+145.8%
SITM price history and return analytics
+19.6%
+126.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +3.2% |
| 7D | +3.9% | -1.1% | +5.0% | +7.0% |
| 30D | -6.6% | -1.0% | -5.6% | -3.8% |
| 3M | -11.9% | +3.2% | -15.0% | -17.1% |
| 6M | +81.1% | +12.5% | +68.7% | +38.9% |
| YTD | +80.0% | +14.1% | +65.9% | +31.5% |
| 1Y | +145.8% | +18.9% | +126.9% | +55.9% |
| All | +145.8% | +19.6% | +126.2% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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