+44.8%
PL vs SITM
+373.6%
-328.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -1.5% |
| 7D | +13.4% | +17.2% | -3.8% | +8.0% |
| 30D | -10.2% | -17.1% | +7.0% | -4.9% |
| 3M | -39.5% | -29.2% | -10.3% | -33.3% |
| 6M | -65.7% | -47.6% | -18.1% | -59.1% |
| YTD | -27.3% | +33.8% | -61.1% | -38.3% |
| 1Y | +15.0% | +54.1% | -39.1% | -7.1% |
| 3Y | +560.8% | +337.6% | +223.3% | +252.6% |
| 5Y | +38.4% | +89.7% | -51.3% | -17.6% |
| All | +44.8% | +373.6% | -328.8% | -13.2% |
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