+4,789.7%
SITM vs BR
+55.9%
+4,733.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +3.9% | -3.0% | +6.8% | +6.0% |
| 30D | -6.6% | -0.3% | -6.3% | -7.4% |
| 3M | -11.9% | +17.3% | -29.2% | -24.4% |
| 6M | +81.1% | -6.7% | +87.8% | +83.1% |
| YTD | +80.0% | -23.4% | +103.4% | +112.6% |
| 1Y | +145.8% | -32.7% | +178.5% | +225.6% |
| 3Y | +475.9% | -5.9% | +481.8% | +440.2% |
| 5Y | +189.2% | +8.4% | +180.8% | +128.2% |
| All | +4,789.7% | +55.9% | +4,733.7% | +2,566.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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