+1,475.5%
NET vs SITM
+3,002.1%
-1,526.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | +0.5% |
| 7D | -16.4% | -19.5% | +3.2% | -10.1% |
| 30D | -25.8% | -43.2% | +17.4% | -11.0% |
| 3M | -11.5% | -30.8% | +19.3% | -3.9% |
| 6M | +18.9% | -28.6% | +47.5% | +21.0% |
| YTD | +35.2% | +14.2% | +21.0% | +11.6% |
| 1Y | +14.5% | +44.4% | -29.9% | -15.2% |
| 3Y | +313.8% | +259.7% | +54.1% | +83.5% |
| 5Y | +32.6% | +39.1% | -6.5% | -23.9% |
| All | +1,475.5% | +3,002.1% | -1,526.5% | +404.0% |
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