-8.2%
EW vs SITM
+73.6%
-81.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.8% |
| 7D | +4.9% | +6.6% | -1.7% | +4.2% |
| 30D | +23.9% | -15.3% | +39.3% | +25.2% |
| 3M | +15.8% | -35.4% | +51.1% | +19.3% |
| 6M | +31.7% | -46.8% | +78.4% | +36.9% |
| YTD | +25.7% | +25.9% | -0.2% | +16.1% |
| 1Y | +24.4% | +54.0% | -29.6% | +11.8% |
| 3Y | +65.9% | +315.6% | -249.7% | +19.3% |
| All | -8.2% | +73.6% | -81.8% | -30.5% |
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