+159.0%
GM vs SITM
+4,789.7%
-4,630.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.5% |
| 7D | -2.4% | +3.9% | -6.3% | -3.0% |
| 30D | -1.1% | -6.6% | +5.5% | -0.4% |
| 3M | +6.1% | -11.9% | +18.0% | +6.1% |
| 6M | +15.0% | +81.1% | -66.2% | -0.4% |
| YTD | +6.0% | +80.0% | -74.0% | -9.2% |
| 1Y | +47.1% | +145.8% | -98.7% | +17.1% |
| 3Y | +170.5% | +475.9% | -305.4% | +67.2% |
| 5Y | +80.5% | +189.2% | -108.7% | +15.7% |
| All | +159.0% | +4,789.7% | -4,630.7% | -4.5% |
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