+311.3%
ARM vs SITM
+435.8%
-124.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.9% | +4.6% |
| 7D | +11.4% | +8.4% | +3.0% | +7.7% |
| 30D | -7.4% | -17.4% | +10.0% | -0.4% |
| 3M | -24.5% | -9.8% | -14.7% | -22.6% |
| 6M | +128.7% | +83.0% | +45.7% | +65.4% |
| YTD | +139.3% | +69.6% | +69.7% | +74.5% |
| 1Y | +88.0% | +144.9% | -56.9% | +10.8% |
| All | +311.3% | +435.8% | -124.6% | +47.3% |
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