+375.8%
SITM vs S
-56.9%
+432.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.3% |
| 7D | +4.8% | +0.1% | +4.8% | +4.8% |
| 30D | -9.7% | -11.8% | +2.1% | -5.4% |
| 3M | -9.3% | +33.9% | -43.3% | -22.2% |
| 6M | +69.5% | +40.1% | +29.4% | +39.4% |
| YTD | +70.5% | +32.1% | +38.5% | +41.7% |
| 1Y | +145.3% | +11.0% | +134.2% | +119.5% |
| 3Y | +432.8% | +16.9% | +415.9% | +351.8% |
| 5Y | +174.0% | -68.9% | +242.9% | +241.5% |
| All | +375.8% | -56.9% | +432.7% | +463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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