-28.2%
EW vs SITM
+176.0%
-204.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -3.4% | +4.8% | -8.2% | -3.8% |
| 30D | -7.4% | -9.7% | +2.4% | -6.6% |
| 3M | +0.9% | -9.3% | +10.2% | +0.5% |
| 6M | +1.2% | +69.5% | -68.4% | -7.7% |
| YTD | +1.8% | +70.5% | -68.7% | -7.7% |
| 1Y | +10.8% | +145.3% | -134.4% | -5.1% |
| 3Y | +17.1% | +432.8% | -415.6% | -16.4% |
| 5Y | -28.2% | +174.0% | -202.2% | -49.6% |
| All | -28.2% | +176.0% | -204.3% | -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 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