+113.7%
F vs SITM
+4,437.5%
-4,323.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.7% |
| 7D | -4.9% | +3.7% | -8.6% | -5.5% |
| 30D | -2.9% | -14.5% | +11.6% | -0.7% |
| 3M | -9.1% | -10.6% | +1.5% | -9.3% |
| 6M | +12.9% | +65.5% | -52.6% | -0.8% |
| YTD | +6.1% | +67.0% | -60.9% | -7.9% |
| 1Y | +22.5% | +138.6% | -116.1% | -2.1% |
| 3Y | +32.1% | +421.8% | -389.8% | -16.5% |
| 5Y | +43.7% | +172.4% | -128.7% | -6.3% |
| All | +113.7% | +4,437.5% | -4,323.8% | -14.1% |
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