+185.2%
SITM vs NWSA
+40.0%
+145.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +3.9% | -2.8% | +6.7% | +6.5% |
| 30D | -6.6% | +3.0% | -9.6% | -9.6% |
| 3M | -11.9% | +12.3% | -24.2% | -24.1% |
| 6M | +81.1% | +21.9% | +59.3% | +42.6% |
| YTD | +80.0% | +13.6% | +66.4% | +49.1% |
| 1Y | +145.8% | +0.5% | +145.4% | +130.6% |
| 3Y | +475.9% | +43.8% | +432.1% | +280.5% |
| All | +185.2% | +40.0% | +145.2% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling