+327.2%
EWT vs SITM
+4,789.7%
-4,462.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.0% |
| 7D | -1.1% | +3.9% | -5.0% | -1.7% |
| 30D | +4.5% | -6.6% | +11.0% | +5.3% |
| 3M | +8.3% | -11.9% | +20.1% | +9.0% |
| 6M | +54.2% | +81.1% | -26.9% | +38.4% |
| YTD | +74.6% | +80.0% | -5.4% | +55.6% |
| 1Y | +84.9% | +145.8% | -60.9% | +55.9% |
| 3Y | +197.5% | +475.9% | -278.3% | +109.9% |
| 5Y | +150.6% | +189.2% | -38.6% | +79.1% |
| All | +327.2% | +4,789.7% | -4,462.5% | +104.6% |
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