+70.8%
EXC vs SITM
+4,532.8%
-4,462.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -1.6% | +4.8% | -6.5% | -1.8% |
| 30D | -2.4% | -9.7% | +7.3% | -2.1% |
| 3M | -4.0% | -9.3% | +5.4% | -4.1% |
| 6M | -9.8% | +69.5% | -79.3% | -13.1% |
| YTD | +2.3% | +70.5% | -68.2% | -1.7% |
| 1Y | +3.8% | +145.3% | -141.4% | -2.7% |
| 3Y | +19.7% | +432.8% | -413.0% | +1.7% |
| 5Y | +45.6% | +174.0% | -128.4% | +22.2% |
| All | +70.8% | +4,532.8% | -4,462.0% | -13.0% |
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