+330.6%
DE vs SITM
+4,789.7%
-4,459.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -1.0% |
| 7D | -2.6% | +3.9% | -6.4% | -3.0% |
| 30D | +9.0% | -6.6% | +15.6% | +9.6% |
| 3M | +19.1% | -11.9% | +31.0% | +19.4% |
| 6M | +14.4% | +81.1% | -66.8% | +3.9% |
| YTD | +45.9% | +80.0% | -34.0% | +31.7% |
| 1Y | +43.6% | +145.8% | -102.2% | +23.4% |
| 3Y | +75.9% | +475.9% | -400.0% | +28.3% |
| 5Y | +98.8% | +189.2% | -90.4% | +46.1% |
| All | +330.6% | +4,789.7% | -4,459.1% | +93.7% |
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