+1,046.7%
FIX vs SITM
+63.2%
+983.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.6% | -0.2% | +6.8% |
| 7D | -7.2% | +9.4% | -16.6% | -9.2% |
| 30D | -35.1% | -25.4% | -9.8% | -29.8% |
| 3M | -34.3% | -37.0% | +2.7% | -26.1% |
| 6M | -42.9% | -45.1% | +2.2% | -34.7% |
| YTD | +19.5% | +29.4% | -10.0% | +8.4% |
| 1Y | +16.8% | +39.8% | -23.0% | +3.8% |
| 3Y | +506.7% | +328.2% | +178.5% | +299.7% |
| 5Y | +1,046.7% | +87.4% | +959.3% | +692.6% |
| All | +1,046.7% | +63.2% | +983.5% | +692.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling