+45.2%
PL vs SITM
+358.1%
-313.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +9.6% | +4.9% | +11.5% |
| 7D | +10.9% | +9.4% | +1.5% | +8.0% |
| 30D | -16.4% | -25.4% | +9.0% | -8.5% |
| 3M | -39.9% | -37.0% | -3.0% | -31.4% |
| 6M | -63.2% | -45.1% | -18.1% | -56.6% |
| YTD | -27.1% | +29.4% | -56.5% | -37.5% |
| 1Y | +12.2% | +39.8% | -27.6% | -6.4% |
| 3Y | +584.3% | +328.2% | +256.1% | +268.1% |
| 5Y | +37.0% | +87.4% | -50.4% | -17.5% |
| All | +45.2% | +358.1% | -313.0% | -12.0% |
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