+4,532.8%
SITM vs SM
+404.3%
+4,128.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +4.8% | +2.1% | +2.7% | +4.4% |
| 30D | -9.7% | +18.1% | -27.9% | -12.3% |
| 3M | -9.3% | +17.0% | -26.3% | -12.5% |
| 6M | +69.5% | +55.4% | +14.1% | +53.8% |
| YTD | +70.5% | +108.6% | -38.0% | +46.1% |
| 1Y | +145.3% | +45.7% | +99.6% | +123.1% |
| 3Y | +432.8% | -0.3% | +433.1% | +410.4% |
| 5Y | +174.0% | +113.0% | +61.0% | +139.4% |
| All | +4,532.8% | +404.3% | +4,128.5% | +3,566.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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