+6.3%
D vs SITM
+4,437.5%
-4,431.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -0.4% | +3.7% | -4.1% | -0.6% |
| 30D | -2.1% | -14.5% | +12.4% | -1.7% |
| 3M | -0.7% | -10.6% | +9.8% | -0.8% |
| 6M | +5.6% | +65.5% | -60.0% | +2.9% |
| YTD | +14.6% | +67.0% | -52.4% | +11.4% |
| 1Y | +15.3% | +138.6% | -123.3% | +10.3% |
| 3Y | +59.1% | +421.8% | -362.7% | +42.8% |
| 5Y | +3.9% | +172.4% | -168.5% | -7.5% |
| All | +6.3% | +4,437.5% | -4,431.1% | -36.3% |
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 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