-17.4%
AA vs SITM
+73.6%
-91.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.8% | -0.4% |
| 7D | +0.5% | +6.6% | -6.1% | -1.1% |
| 30D | -0.6% | -15.3% | +14.7% | +2.5% |
| 3M | -19.7% | -35.4% | +15.7% | -12.4% |
| 6M | -41.6% | -46.8% | +5.2% | -34.6% |
| YTD | -24.6% | +25.9% | -50.5% | -36.1% |
| 1Y | +4.9% | +54.0% | -49.1% | -16.3% |
| 3Y | +66.8% | +315.6% | -248.7% | -10.0% |
| All | -17.4% | +73.6% | -91.0% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling