+266.4%
ON vs SITM
+4,789.7%
-4,523.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.5% | +3.0% | +6.5% |
| 7D | +2.4% | +3.9% | -1.5% | +1.0% |
| 30D | -8.6% | -6.6% | -2.0% | -6.6% |
| 3M | -34.3% | -11.9% | -22.5% | -32.6% |
| 6M | +28.5% | +81.1% | -52.6% | -1.7% |
| YTD | +40.6% | +80.0% | -39.4% | +6.0% |
| 1Y | +55.3% | +145.8% | -90.5% | +1.8% |
| 3Y | -22.2% | +475.9% | -498.1% | -67.5% |
| 5Y | +62.4% | +189.2% | -126.8% | -22.2% |
| All | +266.4% | +4,789.7% | -4,523.3% | -24.3% |
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