+159.7%
IR vs SITM
+3,519.6%
-3,359.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.3% | +32.5% | -28.3% | -0.2% |
| 30D | +8.1% | -18.8% | +26.9% | +10.7% |
| 3M | +0.7% | -30.9% | +31.6% | +4.8% |
| 6M | +16.6% | -44.5% | +61.1% | +23.3% |
| YTD | +7.8% | +33.2% | -25.4% | -2.9% |
| 1Y | +9.9% | +53.8% | -43.9% | -3.5% |
| 3Y | +25.2% | +335.7% | -310.5% | -13.5% |
| 5Y | +46.8% | +84.6% | -37.8% | +6.7% |
| All | +159.7% | +3,519.6% | -3,359.9% | +17.0% |
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