+4,789.7%
SITM vs VO
+107.8%
+4,681.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +4.0% |
| 7D | +3.9% | -1.5% | +5.4% | +7.0% |
| 30D | -6.6% | -3.0% | -3.6% | -0.5% |
| 3M | -11.9% | +2.8% | -14.7% | -16.0% |
| 6M | +81.1% | +10.9% | +70.2% | +51.8% |
| YTD | +80.0% | +12.5% | +67.5% | +46.4% |
| 1Y | +145.8% | +12.0% | +133.9% | +103.7% |
| 3Y | +475.9% | +56.3% | +419.6% | +184.3% |
| 5Y | +189.2% | +42.9% | +146.3% | +89.2% |
| All | +4,789.7% | +107.8% | +4,681.9% | +2,677.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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