+102.2%
SE vs SITM
+3,319.5%
-3,217.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.7% | +2.6% |
| 7D | -0.5% | +6.6% | -7.1% | -2.4% |
| 30D | -20.9% | -15.3% | -5.6% | -18.7% |
| 3M | -38.9% | -35.4% | -3.5% | -33.7% |
| 6M | -19.4% | -46.8% | +27.4% | -11.3% |
| YTD | -40.9% | +25.9% | -66.8% | -52.3% |
| 1Y | -46.2% | +54.0% | -100.2% | -59.5% |
| 3Y | +63.7% | +315.6% | -251.9% | -26.1% |
| 5Y | -77.9% | +74.4% | -152.4% | -87.7% |
| All | +102.2% | +3,319.5% | -3,217.3% | -33.3% |
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