+4,789.7%
SITM vs CHD
+47.4%
+4,742.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +3.9% | -4.5% | +8.3% | +4.1% |
| 30D | -6.6% | -6.7% | +0.1% | -6.2% |
| 3M | -11.9% | -2.7% | -9.1% | -12.0% |
| 6M | +81.1% | -4.9% | +86.1% | +81.3% |
| YTD | +80.0% | +13.3% | +66.6% | +75.1% |
| 1Y | +145.8% | +1.0% | +144.8% | +143.6% |
| 3Y | +475.9% | +1.3% | +474.6% | +444.5% |
| 5Y | +189.2% | +20.8% | +168.4% | +133.2% |
| All | +4,789.7% | +47.4% | +4,742.2% | +3,626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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