+678.6%
AU vs SITM
+187.3%
+491.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | 0.0% |
| 7D | -4.3% | +3.9% | -8.1% | -4.7% |
| 30D | +7.3% | -6.6% | +13.9% | +7.8% |
| 3M | +26.3% | -11.9% | +38.2% | +26.5% |
| 6M | +1.8% | +81.1% | -79.4% | -5.4% |
| YTD | +26.8% | +80.0% | -53.2% | +17.5% |
| 1Y | +66.7% | +145.8% | -79.1% | +49.4% |
| 3Y | +579.1% | +475.9% | +103.2% | +442.7% |
| All | +678.6% | +187.3% | +491.3% | +493.5% |
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 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