+4,437.5%
SITM vs ARWR
+65.3%
+4,372.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | +3.7% | -3.2% | +6.9% | +4.9% |
| 30D | -14.5% | -6.5% | -8.1% | -12.4% |
| 3M | -10.6% | +12.7% | -23.2% | -15.4% |
| 6M | +65.5% | +36.2% | +29.3% | +45.4% |
| YTD | +67.0% | +24.5% | +42.6% | +50.5% |
| 1Y | +138.6% | +198.0% | -59.4% | +52.1% |
| 3Y | +421.8% | +176.4% | +245.5% | +190.8% |
| 5Y | +172.4% | +26.6% | +145.9% | +93.9% |
| All | +4,437.5% | +65.3% | +4,372.2% | +2,215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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