+169.7%
EXE vs SITM
+371.3%
-201.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.6% |
| 7D | -3.1% | +3.9% | -7.0% | -3.5% |
| 30D | -0.9% | -6.6% | +5.7% | -0.5% |
| 3M | +9.6% | -11.9% | +21.4% | +9.7% |
| 6M | -11.6% | +81.1% | -92.7% | -18.9% |
| YTD | -12.6% | +80.0% | -92.5% | -20.2% |
| 1Y | +1.2% | +145.8% | -144.7% | -11.6% |
| 3Y | +18.0% | +475.9% | -457.8% | -11.0% |
| 5Y | +101.1% | +189.2% | -88.1% | +53.7% |
| All | +169.7% | +371.3% | -201.6% | +99.7% |
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