+4,155.4%
BE vs SITM
+4,789.7%
-634.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.1% | +4.5% |
| 7D | +9.0% | +3.9% | +5.2% | +7.4% |
| 30D | +16.3% | -6.6% | +22.9% | +19.0% |
| 3M | +10.8% | -11.9% | +22.7% | +15.0% |
| 6M | +73.2% | +81.1% | -7.9% | +31.7% |
| YTD | +217.4% | +80.0% | +137.4% | +137.7% |
| 1Y | +309.8% | +145.8% | +164.0% | +168.6% |
| 3Y | +1,726.2% | +475.9% | +1,250.3% | +658.2% |
| 5Y | +1,306.2% | +189.2% | +1,117.0% | +561.6% |
| All | +4,155.4% | +4,789.7% | -634.3% | +986.8% |
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