+13.7%
IT vs SITM
+4,789.7%
-4,776.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.3% | +4.7% |
| 7D | -3.7% | +3.9% | -7.5% | -4.0% |
| 30D | +0.1% | -6.6% | +6.7% | +0.5% |
| 3M | +20.7% | -11.9% | +32.5% | +20.3% |
| 6M | +12.0% | +81.1% | -69.2% | +0.3% |
| YTD | -28.8% | +80.0% | -108.8% | -36.7% |
| 1Y | -25.5% | +145.8% | -171.4% | -37.3% |
| 3Y | -48.8% | +475.9% | -524.6% | -64.1% |
| 5Y | -42.7% | +189.2% | -232.0% | -58.8% |
| All | +13.7% | +4,789.7% | -4,776.0% | -38.5% |
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