+49.4%
FE vs SITM
+395.0%
-345.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -0.5% |
| 7D | +1.9% | +9.7% | -7.8% | +2.0% |
| 30D | -1.2% | +12.7% | -13.9% | -0.9% |
| 3M | +3.5% | -13.4% | +16.9% | +3.5% |
| 6M | -6.1% | +59.6% | -65.7% | -5.7% |
| YTD | +7.6% | +73.3% | -65.7% | +8.1% |
| 1Y | +11.9% | +165.5% | -153.6% | +12.9% |
| All | +49.4% | +395.0% | -345.6% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling