+153.8%
B vs SITM
+168.3%
-14.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.3% |
| 7D | +2.3% | +8.4% | -6.0% | +1.7% |
| 30D | +1.4% | -17.4% | +18.8% | +2.7% |
| 3M | +12.2% | -9.8% | +22.0% | +12.2% |
| 6M | -2.1% | +83.0% | -85.1% | -7.0% |
| YTD | +2.9% | +69.6% | -66.6% | -2.0% |
| 1Y | +55.3% | +144.9% | -89.6% | +43.3% |
| 3Y | +198.7% | +429.9% | -231.2% | +154.0% |
| 5Y | +153.8% | +169.2% | -15.4% | +107.9% |
| All | +153.8% | +168.3% | -14.5% | +107.9% |
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