+4,532.8%
SITM vs ITOT
+159.7%
+4,373.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.5% |
| 7D | +4.8% | -2.0% | +6.9% | +9.4% |
| 30D | -9.7% | -2.0% | -7.8% | -5.8% |
| 3M | -9.3% | +4.5% | -13.9% | -15.9% |
| 6M | +69.5% | +12.6% | +56.9% | +37.0% |
| YTD | +70.5% | +12.0% | +58.5% | +39.6% |
| 1Y | +145.3% | +17.3% | +128.0% | +84.9% |
| 3Y | +432.8% | +75.2% | +357.5% | +106.1% |
| 5Y | +174.0% | +74.0% | +100.0% | +23.1% |
| All | +4,532.8% | +159.7% | +4,373.1% | +1,472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling