+142.2%
RF vs SITM
+4,437.5%
-4,295.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -0.1% | +3.7% | -3.8% | -0.7% |
| 30D | -4.0% | -14.5% | +10.5% | -2.1% |
| 3M | +5.6% | -10.6% | +16.1% | +5.3% |
| 6M | +13.1% | +65.5% | -52.5% | +0.3% |
| YTD | +13.6% | +67.0% | -53.5% | -0.3% |
| 1Y | +16.0% | +138.6% | -122.7% | -5.3% |
| 3Y | +90.2% | +421.8% | -331.6% | +26.0% |
| 5Y | +87.0% | +172.4% | -85.4% | +25.4% |
| All | +142.2% | +4,437.5% | -4,295.2% | -17.1% |
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