+76.0%
NOW vs SITM
+3,318.8%
-3,242.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.6% |
| 7D | -8.7% | -0.1% | -8.7% | -9.1% |
| 30D | -29.3% | -27.4% | -1.9% | -26.0% |
| 3M | -21.8% | -35.6% | +13.7% | -17.6% |
| 6M | +9.2% | -46.6% | +55.9% | +16.0% |
| YTD | -35.0% | +25.8% | -60.8% | -43.9% |
| 1Y | -42.5% | +38.2% | -80.8% | -51.6% |
| 3Y | -21.5% | +311.5% | -333.1% | -53.8% |
| 5Y | -25.8% | +94.6% | -120.4% | -52.7% |
| All | +76.0% | +3,318.8% | -3,242.9% | -25.0% |
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