+6.5%
D vs SITM
+168.3%
-161.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | +0.8% | +8.4% | -7.6% | +0.8% |
| 30D | -0.7% | -17.4% | +16.7% | -0.7% |
| 3M | +2.1% | -9.8% | +11.9% | +2.1% |
| 6M | +6.8% | +83.0% | -76.1% | +6.4% |
| YTD | +16.5% | +69.6% | -53.0% | +16.1% |
| 1Y | +19.2% | +144.9% | -125.7% | +18.4% |
| 3Y | +61.9% | +429.9% | -368.0% | +57.6% |
| 5Y | +6.5% | +169.2% | -162.6% | +3.4% |
| All | +6.5% | +168.3% | -161.7% | +3.4% |
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