+98.4%
NI vs SITM
+4,789.7%
-4,691.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.3% |
| 7D | 0.0% | +3.9% | -3.8% | -0.1% |
| 30D | -1.4% | -6.6% | +5.2% | -1.2% |
| 3M | -10.6% | -11.9% | +1.3% | -10.5% |
| 6M | -9.3% | +81.1% | -90.5% | -12.8% |
| YTD | +1.1% | +80.0% | -78.8% | -3.0% |
| 1Y | +3.4% | +145.8% | -142.5% | -2.9% |
| 3Y | +67.9% | +475.9% | -408.0% | +46.3% |
| 5Y | +98.0% | +189.2% | -91.3% | +71.7% |
| All | +98.4% | +4,789.7% | -4,691.3% | +19.0% |
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