+69.9%
ED vs SITM
+176.0%
-106.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -1.9% | +4.8% | -6.7% | -1.7% |
| 30D | +0.1% | -9.7% | +9.8% | -0.1% |
| 3M | 0.0% | -9.3% | +9.3% | +0.1% |
| 6M | -2.5% | +69.5% | -72.0% | -0.9% |
| YTD | +10.1% | +70.5% | -60.4% | +12.0% |
| 1Y | +13.6% | +145.3% | -131.7% | +16.6% |
| 3Y | +32.4% | +432.8% | -400.4% | +36.4% |
| 5Y | +69.9% | +174.0% | -104.2% | +74.5% |
| All | +69.9% | +176.0% | -106.2% | +74.5% |
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 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