+647.4%
SIMO vs SITM
+4,437.5%
-3,790.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +14.5% | +3.7% | +10.8% | +13.5% |
| 30D | +20.4% | -14.5% | +34.9% | +25.2% |
| 3M | +7.1% | -10.6% | +17.7% | +10.2% |
| 6M | +129.2% | +65.5% | +63.7% | +104.5% |
| YTD | +201.9% | +67.0% | +134.9% | +166.7% |
| 1Y | +235.5% | +138.6% | +96.9% | +171.1% |
| 3Y | +463.8% | +421.8% | +42.0% | +266.7% |
| 5Y | +306.7% | +172.4% | +134.3% | +171.9% |
| All | +647.4% | +4,437.5% | -3,790.1% | +234.7% |
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