+3,319.5%
SITM vs SFM
+163.9%
+3,155.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.9% | -5.7% |
| 7D | +6.6% | +6.0% | +0.6% | +5.9% |
| 30D | -15.3% | -19.5% | +4.1% | -13.6% |
| 3M | -35.4% | -37.0% | +1.6% | -32.0% |
| 6M | -46.8% | -41.0% | -5.8% | -43.6% |
| YTD | +25.9% | -34.6% | +60.5% | +30.4% |
| 1Y | +54.0% | -36.3% | +90.3% | +60.0% |
| 3Y | +315.6% | +24.5% | +291.0% | +273.6% |
| 5Y | +74.4% | +115.9% | -41.4% | +33.0% |
| All | +3,319.5% | +163.9% | +3,155.6% | +2,026.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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