+713.7%
PR vs SITM
+3,535.1%
-2,821.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.6% | +1.8% |
| 7D | -0.5% | +17.2% | -17.7% | -3.3% |
| 30D | -4.6% | -17.1% | +12.5% | -2.5% |
| 3M | +4.7% | -29.2% | +33.9% | +8.8% |
| 6M | +12.4% | -47.6% | +60.0% | +20.4% |
| YTD | +62.9% | +33.8% | +29.1% | +43.2% |
| 1Y | +70.6% | +54.1% | +16.5% | +45.3% |
| 3Y | +90.0% | +337.6% | -247.5% | +23.3% |
| 5Y | +255.5% | +89.7% | +165.8% | +143.8% |
| All | +713.7% | +3,535.1% | -2,821.3% | +248.6% |
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