+4,789.7%
SITM vs USFR
+21.4%
+4,768.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.6% |
| 7D | +3.9% | +0.1% | +3.7% | +4.0% |
| 30D | -6.6% | +0.4% | -6.9% | -6.1% |
| 3M | -11.9% | +1.0% | -12.9% | -10.6% |
| 6M | +81.1% | +2.0% | +79.2% | +84.5% |
| YTD | +80.0% | +2.8% | +77.2% | +82.8% |
| 1Y | +145.8% | +4.1% | +141.7% | +147.9% |
| 3Y | +475.9% | +14.1% | +461.7% | +465.8% |
| 5Y | +189.2% | +20.6% | +168.6% | +170.3% |
| All | +4,789.7% | +21.4% | +4,768.3% | +3,769.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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