+4,789.7%
SITM vs EFV
+122.3%
+4,667.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +3.8% |
| 7D | +3.9% | -0.8% | +4.7% | +5.3% |
| 30D | -6.6% | +0.6% | -7.2% | -7.4% |
| 3M | -11.9% | +7.5% | -19.4% | -21.3% |
| 6M | +81.1% | +13.0% | +68.1% | +50.7% |
| YTD | +80.0% | +18.3% | +61.7% | +38.4% |
| 1Y | +145.8% | +26.7% | +119.1% | +70.7% |
| 3Y | +475.9% | +89.6% | +386.3% | +123.7% |
| 5Y | +189.2% | +98.2% | +91.0% | +9.7% |
| All | +4,789.7% | +122.3% | +4,667.3% | +1,668.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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