+4,789.7%
SITM vs FDS
+7.9%
+4,781.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.1% |
| 7D | +3.9% | -14.0% | +17.8% | +10.4% |
| 30D | -6.6% | -6.2% | -0.4% | -5.2% |
| 3M | -11.9% | +10.2% | -22.0% | -20.3% |
| 6M | +81.1% | +27.4% | +53.7% | +44.2% |
| YTD | +80.0% | -9.3% | +89.2% | +74.3% |
| 1Y | +145.8% | -28.6% | +174.5% | +176.5% |
| 3Y | +475.9% | -36.8% | +512.7% | +593.8% |
| 5Y | +189.2% | -28.6% | +217.8% | +217.0% |
| All | +4,789.7% | +7.9% | +4,781.8% | +5,276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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