+116.1%
ALL vs SITM
+164.5%
-48.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.1% |
| 7D | -2.2% | +3.7% | -5.9% | -2.3% |
| 30D | -5.6% | -14.5% | +8.9% | -5.5% |
| 3M | +17.2% | -10.6% | +27.8% | +17.2% |
| 6M | +23.2% | +65.5% | -42.3% | +21.1% |
| YTD | +23.6% | +67.0% | -43.4% | +21.3% |
| 1Y | +29.2% | +138.6% | -109.4% | +25.3% |
| 3Y | +153.8% | +421.8% | -268.0% | +137.3% |
| 5Y | +116.1% | +172.4% | -56.3% | +96.9% |
| All | +116.1% | +164.5% | -48.4% | +96.9% |
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