+4,437.5%
SITM vs VIG
+122.1%
+4,315.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.5% |
| 7D | +3.7% | -1.2% | +4.9% | +6.1% |
| 30D | -14.5% | -2.8% | -11.7% | -9.7% |
| 3M | -10.6% | +2.5% | -13.0% | -15.0% |
| 6M | +65.5% | +8.1% | +57.4% | +43.5% |
| YTD | +67.0% | +9.6% | +57.5% | +41.3% |
| 1Y | +138.6% | +14.2% | +124.5% | +88.3% |
| 3Y | +421.8% | +56.1% | +365.7% | +151.0% |
| 5Y | +172.4% | +62.8% | +109.6% | +33.7% |
| All | +4,437.5% | +122.1% | +4,315.4% | +1,877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling