+82.6%
ED vs SITM
+73.6%
+9.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.2% |
| 7D | +2.1% | +6.6% | -4.6% | +2.3% |
| 30D | +10.4% | -15.3% | +25.7% | +10.2% |
| 3M | +12.5% | -35.4% | +47.9% | +11.7% |
| 6M | +14.9% | -46.8% | +61.7% | +14.0% |
| YTD | +24.8% | +25.9% | -1.0% | +26.3% |
| 1Y | +23.8% | +54.0% | -30.2% | +25.8% |
| 3Y | +51.6% | +315.6% | -263.9% | +54.5% |
| All | +82.6% | +73.6% | +9.0% | +83.8% |
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