+89.3%
LOW vs SITM
+4,789.7%
-4,700.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.5% |
| 7D | -3.7% | +3.9% | -7.6% | -4.2% |
| 30D | -8.9% | -6.6% | -2.3% | -8.4% |
| 3M | -10.4% | -11.9% | +1.5% | -10.4% |
| 6M | -19.4% | +81.1% | -100.5% | -27.3% |
| YTD | -17.1% | +80.0% | -97.1% | -25.8% |
| 1Y | -26.3% | +145.8% | -172.1% | -37.3% |
| 3Y | -9.9% | +475.9% | -485.8% | -36.5% |
| 5Y | +6.1% | +189.2% | -183.1% | -24.4% |
| All | +89.3% | +4,789.7% | -4,700.4% | -17.3% |
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