+561.4%
EQT vs SITM
+4,789.7%
-4,228.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -2.3% |
| 7D | -2.0% | +3.9% | -5.8% | -2.5% |
| 30D | 0.0% | -6.6% | +6.6% | +0.5% |
| 3M | +5.9% | -11.9% | +17.8% | +6.0% |
| 6M | -14.8% | +81.1% | -95.9% | -24.1% |
| YTD | +1.8% | +80.0% | -78.2% | -10.0% |
| 1Y | +7.4% | +145.8% | -138.5% | -10.4% |
| 3Y | +33.6% | +475.9% | -442.3% | -7.1% |
| 5Y | +199.3% | +189.2% | +10.1% | +111.7% |
| All | +561.4% | +4,789.7% | -4,228.3% | +235.8% |
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 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