+44.1%
PL vs SITM
+345.5%
-301.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +5.6% | -0.1% | +5.7% | +5.8% |
| 30D | -16.9% | -27.4% | +10.5% | -8.3% |
| 3M | -38.2% | -35.6% | -2.6% | -29.8% |
| 6M | -63.4% | -46.6% | -16.8% | -56.5% |
| YTD | -27.6% | +25.8% | -53.5% | -37.4% |
| 1Y | +6.6% | +38.2% | -31.7% | -10.7% |
| 3Y | +557.6% | +311.5% | +246.1% | +258.0% |
| 5Y | +39.5% | +94.6% | -55.1% | -15.2% |
| All | +44.1% | +345.5% | -301.3% | -11.9% |
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