+170.6%
ALL vs SITM
+4,789.7%
-4,619.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.5% |
| 7D | -2.3% | +3.9% | -6.1% | -2.4% |
| 30D | -0.4% | -6.6% | +6.2% | -0.2% |
| 3M | +16.0% | -11.9% | +27.9% | +16.1% |
| 6M | +24.6% | +81.1% | -56.6% | +19.1% |
| YTD | +23.7% | +80.0% | -56.3% | +17.9% |
| 1Y | +27.7% | +145.8% | -118.1% | +19.0% |
| 3Y | +150.2% | +475.9% | -325.6% | +112.9% |
| 5Y | +117.1% | +189.2% | -72.1% | +84.3% |
| All | +170.6% | +4,789.7% | -4,619.1% | +41.8% |
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