+96.4%
A vs SITM
+4,789.7%
-4,693.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.9% | +1.9% |
| 7D | -2.6% | +3.9% | -6.5% | -3.1% |
| 30D | -0.9% | -6.6% | +5.7% | -0.3% |
| 3M | +13.6% | -11.9% | +25.5% | +13.8% |
| 6M | +27.8% | +81.1% | -53.3% | +13.3% |
| YTD | +8.6% | +80.0% | -71.3% | -4.6% |
| 1Y | +16.9% | +145.8% | -129.0% | -3.3% |
| 3Y | +32.9% | +475.9% | -443.0% | -10.3% |
| 5Y | -14.1% | +189.2% | -203.3% | -40.7% |
| All | +96.4% | +4,789.7% | -4,693.3% | -11.2% |
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 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