+4,437.5%
SITM vs ES
+9.5%
+4,428.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -14.5% | -1.0% | -13.5% | -14.4% |
| 3M | -10.6% | +1.5% | -12.0% | -11.4% |
| 6M | +65.5% | -3.5% | +69.0% | +65.7% |
| YTD | +67.0% | +7.0% | +60.0% | +62.3% |
| 1Y | +138.6% | +15.3% | +123.3% | +124.2% |
| 3Y | +421.8% | +30.2% | +391.6% | +354.0% |
| 5Y | +172.4% | -4.3% | +176.7% | +167.5% |
| All | +4,437.5% | +9.5% | +4,428.0% | +4,859.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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