+132.9%
A vs SITM
+3,319.5%
-3,186.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.1% | +1.3% |
| 7D | -0.5% | +6.6% | -7.1% | -1.4% |
| 30D | 0.0% | -15.3% | +15.3% | +1.7% |
| 3M | +16.7% | -35.4% | +52.1% | +22.2% |
| 6M | +54.8% | -46.8% | +101.6% | +64.0% |
| YTD | +28.8% | +25.9% | +2.9% | +17.6% |
| 1Y | +19.3% | +54.0% | -34.7% | +5.2% |
| 3Y | +65.5% | +315.6% | -250.0% | +15.8% |
| 5Y | +12.1% | +74.4% | -62.4% | -17.4% |
| All | +132.9% | +3,319.5% | -3,186.6% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling