+218.2%
PM vs SITM
+4,532.8%
-4,314.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.1% |
| 7D | +1.9% | +4.8% | -2.9% | +1.8% |
| 30D | +1.9% | -9.7% | +11.6% | +2.1% |
| 3M | +4.6% | -9.3% | +13.9% | +4.5% |
| 6M | +11.7% | +69.5% | -57.8% | +9.2% |
| YTD | +20.4% | +70.5% | -50.2% | +17.5% |
| 1Y | +19.0% | +145.3% | -126.3% | +14.5% |
| 3Y | +130.4% | +432.8% | -302.4% | +108.5% |
| 5Y | +131.5% | +174.0% | -42.6% | +107.8% |
| All | +218.2% | +4,532.8% | -4,314.6% | +96.9% |
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