+159.0%
IR vs SITM
+3,319.5%
-3,160.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.5% |
| 7D | +2.5% | +6.6% | -4.1% | +1.5% |
| 30D | +9.2% | -15.3% | +24.5% | +11.1% |
| 3M | +0.9% | -35.4% | +36.3% | +6.1% |
| 6M | +19.2% | -46.8% | +66.0% | +26.8% |
| YTD | +7.5% | +25.9% | -18.4% | -2.4% |
| 1Y | +11.7% | +54.0% | -42.3% | -2.0% |
| 3Y | +23.9% | +315.6% | -291.7% | -13.8% |
| 5Y | +46.4% | +74.4% | -28.1% | +7.3% |
| All | +159.0% | +3,319.5% | -3,160.6% | +17.6% |
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 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