+4,789.7%
SITM vs EL
-45.5%
+4,835.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.2% |
| 7D | +3.9% | -6.5% | +10.3% | +7.6% |
| 30D | -6.6% | +11.1% | -17.7% | -13.4% |
| 3M | -11.9% | +10.7% | -22.6% | -18.8% |
| 6M | +81.1% | +6.9% | +74.3% | +66.9% |
| YTD | +80.0% | -6.3% | +86.3% | +69.8% |
| 1Y | +145.8% | +13.5% | +132.4% | +101.7% |
| 3Y | +475.9% | -33.1% | +508.9% | +499.6% |
| 5Y | +189.2% | -68.8% | +258.0% | +477.2% |
| All | +4,789.7% | -45.5% | +4,835.2% | +8,755.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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