+131.6%
C vs SITM
+168.3%
-36.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +3.2% | +8.4% | -5.2% | +2.0% |
| 30D | +1.3% | -17.4% | +18.7% | +3.7% |
| 3M | +3.1% | -9.8% | +13.0% | +3.0% |
| 6M | +29.6% | +83.0% | -53.3% | +15.0% |
| YTD | +19.0% | +69.6% | -50.6% | +5.8% |
| 1Y | +45.6% | +144.9% | -99.3% | +21.2% |
| 3Y | +269.3% | +429.9% | -160.6% | +157.5% |
| 5Y | +131.6% | +169.2% | -37.6% | +61.1% |
| All | +131.6% | +168.3% | -36.7% | +61.1% |
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