+1,919.1%
AR vs SITM
+4,532.8%
-2,613.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -1.3% | +4.8% | -6.2% | -2.2% |
| 30D | +3.5% | -9.7% | +13.3% | +4.9% |
| 3M | +9.9% | -9.3% | +19.2% | +9.0% |
| 6M | +4.5% | +69.5% | -65.0% | -10.6% |
| YTD | +13.7% | +70.5% | -56.9% | -4.2% |
| 1Y | +19.2% | +145.3% | -126.0% | -8.5% |
| 3Y | +46.2% | +432.8% | -386.6% | -12.6% |
| 5Y | +145.9% | +174.0% | -28.1% | +50.4% |
| All | +1,919.1% | +4,532.8% | -2,613.8% | +452.0% |
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