+4,789.7%
SITM vs FND
+7.9%
+4,781.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.9% |
| 7D | +3.9% | -5.8% | +9.6% | +7.7% |
| 30D | -6.6% | -20.2% | +13.6% | +6.7% |
| 3M | -11.9% | -12.0% | +0.1% | -8.3% |
| 6M | +81.1% | -18.5% | +99.6% | +95.1% |
| YTD | +80.0% | -22.3% | +102.2% | +94.8% |
| 1Y | +145.8% | -47.6% | +193.5% | +244.0% |
| 3Y | +475.9% | -49.8% | +525.6% | +664.3% |
| 5Y | +189.2% | -63.0% | +252.2% | +362.6% |
| All | +4,789.7% | +7.9% | +4,781.8% | +4,508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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