+3,319.5%
SITM vs EL
-37.3%
+3,356.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.1% |
| 7D | +6.6% | +1.5% | +5.1% | +5.8% |
| 30D | -15.3% | +10.0% | -25.3% | -19.8% |
| 3M | -35.4% | +28.4% | -63.8% | -45.2% |
| 6M | -46.8% | +37.1% | -83.8% | -57.1% |
| YTD | +25.9% | +7.8% | +18.0% | +8.9% |
| 1Y | +54.0% | +26.0% | +28.0% | +20.1% |
| 3Y | +315.6% | +3.8% | +311.8% | +216.2% |
| 5Y | +74.4% | -65.2% | +139.6% | +227.1% |
| All | +3,319.5% | -37.3% | +3,356.9% | +5,579.0% |
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