+29.1%
Q vs SITM
+71.6%
-42.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | +11.5% | +32.5% | -21.1% | +2.2% |
| 30D | -0.2% | -18.8% | +18.7% | +5.0% |
| 3M | -13.6% | -30.9% | +17.3% | -5.6% |
| 6M | -27.0% | -44.5% | +17.4% | -17.3% |
| YTD | +50.5% | +33.2% | +17.3% | +34.4% |
| 1Y | +33.8% | +53.8% | -20.1% | +18.5% |
| All | +29.1% | +71.6% | -42.5% | +15.1% |
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