+4,789.7%
SITM vs NWSA
+146.2%
+4,643.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +3.9% | -2.8% | +6.7% | +6.3% |
| 30D | -6.6% | +3.0% | -9.6% | -9.3% |
| 3M | -11.9% | +12.3% | -24.2% | -22.9% |
| 6M | +81.1% | +21.9% | +59.3% | +46.7% |
| YTD | +80.0% | +13.6% | +66.4% | +52.3% |
| 1Y | +145.8% | +0.5% | +145.4% | +130.7% |
| 3Y | +475.9% | +43.8% | +432.1% | +308.7% |
| 5Y | +189.2% | +41.2% | +148.0% | +108.9% |
| All | +4,789.7% | +146.2% | +4,643.5% | +2,724.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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