+445.6%
SITM vs VIG
+54.7%
+390.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.4% |
| 7D | +4.8% | -2.2% | +7.1% | +11.3% |
| 30D | -9.7% | -3.2% | -6.5% | -1.6% |
| 3M | -9.3% | +3.0% | -12.4% | -17.0% |
| 6M | +69.5% | +8.1% | +61.4% | +37.3% |
| YTD | +70.5% | +9.1% | +61.5% | +34.9% |
| 1Y | +145.3% | +12.6% | +132.7% | +79.7% |
| All | +445.6% | +54.7% | +390.9% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling