+54.8%
RMD vs SITM
+4,789.7%
-4,734.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.1% |
| 7D | -4.4% | +3.9% | -8.3% | -4.7% |
| 30D | -3.1% | -6.6% | +3.4% | -2.8% |
| 3M | +13.8% | -11.9% | +25.6% | +13.7% |
| 6M | -8.6% | +81.1% | -89.7% | -16.0% |
| YTD | -8.6% | +80.0% | -88.6% | -16.5% |
| 1Y | -19.7% | +145.8% | -165.5% | -29.4% |
| 3Y | +48.4% | +475.9% | -427.5% | +12.9% |
| 5Y | -22.7% | +189.2% | -211.9% | -40.4% |
| All | +54.8% | +4,789.7% | -4,734.9% | -5.2% |
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