+4,532.8%
SITM vs EXR
+64.7%
+4,468.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +4.8% | -3.2% | +8.1% | +6.7% |
| 30D | -9.7% | -6.9% | -2.8% | -6.2% |
| 3M | -9.3% | -7.8% | -1.5% | -6.5% |
| 6M | +69.5% | -4.9% | +74.4% | +72.2% |
| YTD | +70.5% | +7.2% | +63.4% | +61.0% |
| 1Y | +145.3% | -1.5% | +146.8% | +141.6% |
| 3Y | +432.8% | +22.3% | +410.5% | +346.3% |
| 5Y | +174.0% | -10.9% | +185.0% | +176.7% |
| All | +4,532.8% | +64.7% | +4,468.2% | +3,580.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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