+3.8%
AGG vs SITM
+4,789.7%
-4,785.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.1% |
| 7D | -1.1% | +3.9% | -4.9% | -1.1% |
| 30D | -1.1% | -6.6% | +5.4% | -1.1% |
| 3M | -1.9% | -11.9% | +9.9% | -1.9% |
| 6M | -1.7% | +81.1% | -82.8% | -2.4% |
| YTD | -1.3% | +80.0% | -81.3% | -2.0% |
| 1Y | -0.7% | +145.8% | -146.6% | -1.8% |
| 3Y | +12.5% | +475.9% | -463.4% | +9.8% |
| 5Y | -2.5% | +189.2% | -191.7% | -5.0% |
| All | +3.8% | +4,789.7% | -4,785.8% | -2.7% |
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