+174.0%
SITM vs FND
-62.8%
+236.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.0% |
| 7D | +4.8% | -5.1% | +9.9% | +8.1% |
| 30D | -9.7% | -22.5% | +12.8% | +4.5% |
| 3M | -9.3% | -5.0% | -4.3% | -10.4% |
| 6M | +69.5% | -21.5% | +91.0% | +86.6% |
| YTD | +70.5% | -23.0% | +93.5% | +85.0% |
| 1Y | +145.3% | -44.9% | +190.1% | +231.2% |
| 3Y | +432.8% | -50.0% | +482.8% | +599.9% |
| 5Y | +174.0% | -63.3% | +237.4% | +382.4% |
| All | +174.0% | -62.8% | +236.8% | +382.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling