+230.7%
COST vs SITM
+4,789.7%
-4,559.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | -0.2% |
| 7D | -1.2% | +3.9% | -5.0% | -1.5% |
| 30D | -4.7% | -6.6% | +1.9% | -4.4% |
| 3M | -7.1% | -11.9% | +4.7% | -7.1% |
| 6M | -8.5% | +81.1% | -89.7% | -14.9% |
| YTD | +5.4% | +80.0% | -74.6% | -2.4% |
| 1Y | -5.6% | +145.8% | -151.5% | -15.8% |
| 3Y | +68.5% | +475.9% | -407.4% | +31.3% |
| 5Y | +105.2% | +189.2% | -84.0% | +61.6% |
| All | +230.7% | +4,789.7% | -4,559.0% | +99.5% |
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