+4,437.5%
SITM vs VEU
+99.8%
+4,337.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | +0.1% |
| 7D | +3.7% | +0.3% | +3.4% | +3.1% |
| 30D | -14.5% | +0.7% | -15.2% | -15.3% |
| 3M | -10.6% | +4.7% | -15.2% | -16.9% |
| 6M | +65.5% | +11.6% | +53.9% | +35.9% |
| YTD | +67.0% | +16.8% | +50.2% | +23.9% |
| 1Y | +138.6% | +24.9% | +113.7% | +56.0% |
| 3Y | +421.8% | +75.7% | +346.1% | +86.6% |
| 5Y | +172.4% | +56.1% | +116.3% | +32.2% |
| All | +4,437.5% | +99.8% | +4,337.6% | +1,691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling