-2.7%
JD vs SITM
+4,532.8%
-4,535.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -2.6% | +4.8% | -7.4% | -3.4% |
| 30D | -15.4% | -9.7% | -5.6% | -14.2% |
| 3M | -5.0% | -9.3% | +4.3% | -5.7% |
| 6M | +0.9% | +69.5% | -68.6% | -13.4% |
| YTD | -2.5% | +70.5% | -73.0% | -17.6% |
| 1Y | -16.0% | +145.3% | -161.3% | -35.4% |
| 3Y | -8.5% | +432.8% | -441.3% | -45.8% |
| 5Y | -61.8% | +174.0% | -235.8% | -76.2% |
| All | -2.7% | +4,532.8% | -4,535.5% | -60.6% |
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