+3,519.6%
SITM vs URA
+268.5%
+3,251.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +2.5% |
| 7D | +32.5% | +4.5% | +28.1% | +28.9% |
| 30D | -18.8% | -13.4% | -5.4% | -8.2% |
| 3M | -30.9% | -28.4% | -2.4% | -10.4% |
| 6M | -44.5% | -40.5% | -4.0% | -17.2% |
| YTD | +33.2% | -24.3% | +57.5% | +58.1% |
| 1Y | +53.8% | -28.8% | +82.7% | +91.7% |
| 3Y | +335.7% | +37.6% | +298.1% | +206.7% |
| 5Y | +84.6% | +30.7% | +54.0% | +29.1% |
| All | +3,519.6% | +268.5% | +3,251.1% | +550.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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