-35.7%
AUR vs SITM
+617.9%
-653.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -4.0% | -0.7% |
| 7D | +1.4% | +3.9% | -2.4% | -0.2% |
| 30D | -6.4% | -6.6% | +0.2% | -4.1% |
| 3M | +7.7% | -11.9% | +19.6% | +9.9% |
| 6M | +44.5% | +81.1% | -36.6% | +4.1% |
| YTD | +67.4% | +80.0% | -12.5% | +16.4% |
| 1Y | +15.4% | +145.8% | -130.4% | -32.2% |
| 3Y | +94.8% | +475.9% | -381.0% | -31.7% |
| 5Y | -35.1% | +189.2% | -224.3% | -71.9% |
| All | -35.7% | +617.9% | -653.6% | -72.6% |
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