+6.0%
LOW vs SITM
+176.0%
-170.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.6% | +4.8% | -7.5% | -3.1% |
| 30D | -11.1% | -9.7% | -1.4% | -10.5% |
| 3M | -8.5% | -9.3% | +0.8% | -8.8% |
| 6M | -20.8% | +69.5% | -90.4% | -27.3% |
| YTD | -17.2% | +70.5% | -87.7% | -24.5% |
| 1Y | -24.7% | +145.3% | -170.0% | -35.0% |
| 3Y | -9.7% | +432.8% | -442.5% | -34.2% |
| 5Y | +6.0% | +174.0% | -168.0% | -22.8% |
| All | +6.0% | +176.0% | -170.0% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling