+4,789.7%
SITM vs ITOT
+161.9%
+4,627.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +3.8% |
| 7D | +3.9% | -0.9% | +4.8% | +5.9% |
| 30D | -6.6% | -1.5% | -5.1% | -3.5% |
| 3M | -11.9% | +3.6% | -15.4% | -16.8% |
| 6M | +81.1% | +13.7% | +67.4% | +43.7% |
| YTD | +80.0% | +12.9% | +67.0% | +44.8% |
| 1Y | +145.8% | +17.2% | +128.7% | +85.5% |
| 3Y | +475.9% | +75.6% | +400.3% | +121.7% |
| 5Y | +189.2% | +75.5% | +113.7% | +27.7% |
| All | +4,789.7% | +161.9% | +4,627.8% | +1,532.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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