+4,789.7%
SITM vs BG
+167.4%
+4,622.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +6.3% |
| 7D | +3.9% | +3.1% | +0.7% | +2.3% |
| 30D | -6.6% | +10.2% | -16.8% | -10.9% |
| 3M | -11.9% | -1.7% | -10.2% | -12.0% |
| 6M | +81.1% | +1.0% | +80.2% | +77.1% |
| YTD | +80.0% | +39.9% | +40.1% | +49.6% |
| 1Y | +145.8% | +53.2% | +92.6% | +92.0% |
| 3Y | +475.9% | +16.3% | +459.6% | +402.3% |
| 5Y | +189.2% | +83.9% | +105.3% | +79.7% |
| All | +4,789.7% | +167.4% | +4,622.2% | +1,947.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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