+3,107.0%
SITM vs VT
+122.0%
+2,985.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.2% | +17.2% | +16.9% |
| 7D | -6.7% | -2.3% | -4.4% | -1.5% |
| 30D | -37.3% | -5.0% | -32.4% | -29.0% |
| 3M | -39.4% | -4.9% | -34.5% | -30.8% |
| 6M | -33.1% | -1.5% | -31.6% | -27.9% |
| YTD | +18.0% | +8.5% | +9.6% | +4.1% |
| 1Y | +22.7% | +11.4% | +11.3% | +2.9% |
| 3Y | +283.8% | +70.1% | +213.7% | +50.2% |
| 5Y | +45.0% | +53.7% | -8.7% | -22.4% |
| All | +3,107.0% | +122.0% | +2,985.0% | +1,161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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