+383.8%
P vs SITM
+4,437.5%
-4,053.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.6% |
| 7D | +5.0% | +3.7% | +1.3% | +4.0% |
| 30D | -0.9% | -14.5% | +13.6% | +2.9% |
| 3M | +38.7% | -10.6% | +49.2% | +40.5% |
| 6M | +54.4% | +65.5% | -11.2% | +30.9% |
| YTD | +44.8% | +67.0% | -22.2% | +21.3% |
| 1Y | +22.5% | +138.6% | -116.1% | -9.4% |
| 3Y | +148.2% | +421.8% | -273.6% | +39.3% |
| 5Y | +268.9% | +172.4% | +96.5% | +116.6% |
| All | +383.8% | +4,437.5% | -4,053.6% | +64.5% |
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