+240.3%
ET vs SITM
+4,789.7%
-4,549.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.4% |
| 7D | +0.2% | +3.9% | -3.6% | -0.2% |
| 30D | +2.9% | -6.6% | +9.5% | +3.3% |
| 3M | +16.8% | -11.9% | +28.7% | +16.9% |
| 6M | +18.9% | +81.1% | -62.3% | +8.6% |
| YTD | +37.7% | +80.0% | -42.3% | +25.0% |
| 1Y | +32.4% | +145.8% | -113.4% | +14.7% |
| 3Y | +99.5% | +475.9% | -376.4% | +48.4% |
| 5Y | +244.0% | +189.2% | +54.7% | +157.3% |
| All | +240.3% | +4,789.7% | -4,549.4% | +49.6% |
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