-29.4%
AFRM vs SITM
+239.3%
-268.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.6% | -9.7% | -4.8% |
| 7D | -7.5% | +9.4% | -16.9% | -13.5% |
| 30D | -15.7% | -25.4% | +9.7% | -5.7% |
| 3M | -9.6% | -37.0% | +27.4% | +6.4% |
| 6M | +6.3% | -45.1% | +51.4% | +25.1% |
| YTD | -8.6% | +29.4% | -38.0% | -40.0% |
| 1Y | -7.6% | +39.8% | -47.4% | -42.8% |
| 3Y | +173.7% | +328.2% | -154.6% | -40.3% |
| 5Y | -56.9% | +87.4% | -144.2% | -84.4% |
| All | -29.4% | +239.3% | -268.7% | -80.5% |
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