+93.2%
EFA vs SITM
+4,789.7%
-4,696.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.4% |
| 7D | -1.5% | +3.9% | -5.4% | -1.9% |
| 30D | -1.7% | -6.6% | +4.9% | -1.2% |
| 3M | +3.5% | -11.9% | +15.4% | +3.7% |
| 6M | +9.5% | +81.1% | -71.7% | +0.1% |
| YTD | +12.9% | +80.0% | -67.1% | +2.6% |
| 1Y | +18.2% | +145.8% | -127.6% | +2.7% |
| 3Y | +64.8% | +475.9% | -411.0% | +22.4% |
| 5Y | +53.9% | +189.2% | -135.3% | +15.5% |
| All | +93.2% | +4,789.7% | -4,696.5% | -1.7% |
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