+4,789.7%
SITM vs UUUU
+557.4%
+4,232.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.0% | +10.5% | +7.3% |
| 7D | +3.9% | -10.5% | +14.4% | +7.7% |
| 30D | -6.6% | -10.5% | +3.9% | -3.4% |
| 3M | -11.9% | -14.1% | +2.3% | -7.0% |
| 6M | +81.1% | -35.5% | +116.6% | +107.7% |
| YTD | +80.0% | -10.9% | +90.9% | +73.9% |
| 1Y | +145.8% | +3.4% | +142.5% | +109.1% |
| 3Y | +475.9% | +73.1% | +402.8% | +256.2% |
| 5Y | +189.2% | +87.1% | +102.1% | +59.5% |
| All | +4,789.7% | +557.4% | +4,232.3% | +991.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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