+10.4%
EW vs SITM
+4,608.4%
-4,598.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.5% |
| 7D | -0.3% | +9.7% | -10.1% | -1.3% |
| 30D | +1.0% | +12.7% | -11.7% | -0.7% |
| 3M | +2.8% | -13.4% | +16.2% | +2.8% |
| 6M | +5.5% | +59.6% | -54.1% | -2.5% |
| YTD | +5.5% | +73.3% | -67.8% | -3.9% |
| 1Y | +11.0% | +165.5% | -154.5% | -4.6% |
| 3Y | +17.7% | +368.7% | -351.0% | -10.9% |
| 5Y | -25.7% | +172.5% | -198.2% | -43.8% |
| All | +10.4% | +4,608.4% | -4,598.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling