+3.9%
AGG vs SITM
+4,532.8%
-4,528.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -0.9% | +4.8% | -5.8% | -1.0% |
| 30D | -1.0% | -9.7% | +8.8% | -0.9% |
| 3M | -1.3% | -9.3% | +8.0% | -1.3% |
| 6M | -2.1% | +69.5% | -71.6% | -2.7% |
| YTD | -1.2% | +70.5% | -71.8% | -1.9% |
| 1Y | -0.5% | +145.3% | -145.7% | -1.6% |
| 3Y | +12.4% | +432.8% | -420.4% | +9.8% |
| 5Y | -2.4% | +174.0% | -176.4% | -4.9% |
| All | +3.9% | +4,532.8% | -4,528.9% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling