+185.2%
SITM vs VEU
+55.0%
+130.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +3.0% |
| 7D | +3.9% | -1.4% | +5.3% | +7.5% |
| 30D | -6.6% | -0.4% | -6.2% | -5.3% |
| 3M | -11.9% | +2.5% | -14.4% | -15.4% |
| 6M | +81.1% | +11.1% | +70.0% | +43.9% |
| YTD | +80.0% | +16.5% | +63.5% | +25.5% |
| 1Y | +145.8% | +22.9% | +122.9% | +51.5% |
| 3Y | +475.9% | +73.4% | +402.5% | +65.0% |
| All | +185.2% | +55.0% | +130.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling