+532.2%
BE vs SITM
+73.6%
+458.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -2.6% |
| 7D | +10.8% | +6.6% | +4.2% | +8.3% |
| 30D | -19.8% | -15.3% | -4.5% | -13.4% |
| 3M | -18.7% | -35.4% | +16.7% | -2.8% |
| 6M | -33.7% | -46.8% | +13.0% | -15.4% |
| YTD | +121.0% | +25.9% | +95.1% | +89.6% |
| 1Y | +85.4% | +54.0% | +31.4% | +46.7% |
| 3Y | +1,709.5% | +315.6% | +1,393.9% | +715.1% |
| All | +532.2% | +73.6% | +458.6% | +237.3% |
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