+34.0%
FE vs SITM
+3,319.5%
-3,285.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.3% |
| 7D | +1.2% | +6.6% | -5.4% | +0.9% |
| 30D | +4.5% | -15.3% | +19.8% | +5.0% |
| 3M | +1.3% | -35.4% | +36.7% | +2.9% |
| 6M | +8.7% | -46.8% | +55.4% | +10.8% |
| YTD | +9.2% | +25.9% | -16.6% | +5.6% |
| 1Y | +7.0% | +54.0% | -47.0% | +2.1% |
| 3Y | +51.4% | +315.6% | -264.2% | +29.3% |
| 5Y | +47.7% | +74.4% | -26.7% | +28.5% |
| All | +34.0% | +3,319.5% | -3,285.5% | -28.0% |
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