+199.6%
ARM vs SITM
+297.7%
-98.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -2.2% |
| 7D | +9.1% | +6.6% | +2.5% | +6.4% |
| 30D | -19.9% | -15.3% | -4.6% | -14.2% |
| 3M | -31.6% | -35.4% | +3.8% | -18.4% |
| 6M | -13.9% | -46.8% | +32.9% | +9.1% |
| YTD | +74.3% | +25.9% | +48.4% | +44.0% |
| 1Y | +35.8% | +54.0% | -18.2% | +1.3% |
| 3Y | +268.6% | +315.6% | -47.0% | +45.6% |
| All | +199.6% | +297.7% | -98.1% | +21.5% |
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