+56.5%
ED vs SITM
+4,608.4%
-4,551.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.9% | -1.3% |
| 7D | -0.2% | +9.7% | -9.9% | -0.2% |
| 30D | -0.1% | +12.7% | -12.8% | -0.1% |
| 3M | +3.9% | -13.4% | +17.4% | +4.0% |
| 6M | -3.0% | +59.6% | -62.7% | -3.2% |
| YTD | +10.7% | +73.3% | -62.6% | +10.4% |
| 1Y | +13.3% | +165.5% | -152.2% | +12.6% |
| 3Y | +34.5% | +368.7% | -334.2% | +30.8% |
| 5Y | +67.1% | +172.5% | -105.4% | +61.0% |
| All | +56.5% | +4,608.4% | -4,551.9% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling