-19.4%
DOW vs SITM
+4,789.7%
-4,809.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.7% |
| 7D | -1.4% | +3.9% | -5.2% | -1.9% |
| 30D | -3.9% | -6.6% | +2.7% | -3.5% |
| 3M | -12.7% | -11.9% | -0.8% | -12.7% |
| 6M | -13.7% | +81.1% | -94.8% | -23.1% |
| YTD | +28.4% | +80.0% | -51.6% | +13.2% |
| 1Y | +21.8% | +145.8% | -124.1% | +1.2% |
| 3Y | -35.7% | +475.9% | -511.6% | -55.7% |
| 5Y | -36.8% | +189.2% | -226.0% | -56.2% |
| All | -19.4% | +4,789.7% | -4,809.1% | -71.7% |
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