+3,535.1%
SITM vs M
+113.4%
+3,421.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +17.2% | -3.3% | +20.5% | +18.5% |
| 30D | -17.1% | +8.1% | -25.2% | -19.9% |
| 3M | -29.2% | +2.2% | -31.4% | -30.5% |
| 6M | -47.6% | +35.1% | -82.7% | -53.5% |
| YTD | +33.8% | +15.8% | +18.0% | +23.9% |
| 1Y | +54.1% | +25.8% | +28.3% | +38.3% |
| 3Y | +337.6% | +156.2% | +181.3% | +192.5% |
| 5Y | +89.7% | -2.4% | +92.1% | +64.8% |
| All | +3,535.1% | +113.4% | +3,421.6% | +2,885.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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