+4,789.7%
SITM vs SPY
+170.7%
+4,619.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +3.8% |
| 7D | +3.9% | -0.8% | +4.6% | +5.6% |
| 30D | -6.6% | -1.1% | -5.5% | -4.3% |
| 3M | -11.9% | +3.9% | -15.7% | -17.3% |
| 6M | +81.1% | +13.6% | +67.5% | +44.0% |
| YTD | +80.0% | +12.7% | +67.3% | +45.6% |
| 1Y | +145.8% | +17.5% | +128.3% | +84.6% |
| 3Y | +475.9% | +76.9% | +399.0% | +119.8% |
| 5Y | +189.2% | +83.6% | +105.6% | +17.7% |
| All | +4,789.7% | +170.7% | +4,619.0% | +1,452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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