+30.5%
FE vs SITM
+4,437.5%
-4,407.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.2% | +3.7% | -3.9% | -0.4% |
| 30D | -1.2% | -14.5% | +13.3% | -0.6% |
| 3M | +1.7% | -10.6% | +12.2% | +1.6% |
| 6M | -7.5% | +65.5% | -73.0% | -11.0% |
| YTD | +6.3% | +67.0% | -60.7% | +1.9% |
| 1Y | +10.9% | +138.6% | -127.8% | +3.6% |
| 3Y | +46.9% | +421.8% | -374.9% | +24.8% |
| 5Y | +47.6% | +172.4% | -124.8% | +24.1% |
| All | +30.5% | +4,437.5% | -4,407.0% | -30.5% |
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