+121.7%
B vs SITM
+97.5%
+24.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.9% |
| 7D | +7.1% | -0.1% | +7.2% | +6.9% |
| 30D | -3.3% | -27.4% | +24.1% | -1.2% |
| 3M | -2.5% | -35.6% | +33.0% | +0.3% |
| 6M | -7.2% | -46.6% | +39.4% | -3.8% |
| YTD | -7.4% | +25.8% | -33.2% | -10.4% |
| 1Y | +16.4% | +38.2% | -21.8% | +11.6% |
| 3Y | +178.7% | +311.5% | -132.8% | +138.4% |
| 5Y | +121.7% | +94.6% | +27.1% | +80.0% |
| All | +121.7% | +97.5% | +24.2% | +80.0% |
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