+4,608.4%
SITM vs VT
+136.0%
+4,472.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.6% |
| 7D | +9.7% | +0.4% | +9.3% | +8.6% |
| 30D | +12.7% | +1.0% | +11.7% | +10.6% |
| 3M | -13.4% | +2.4% | -15.8% | -15.7% |
| 6M | +59.6% | +12.0% | +47.6% | +29.4% |
| YTD | +73.3% | +15.3% | +58.0% | +31.0% |
| 1Y | +165.5% | +22.6% | +143.0% | +78.0% |
| 3Y | +368.7% | +74.7% | +294.0% | +69.6% |
| 5Y | +172.5% | +66.1% | +106.4% | +22.3% |
| All | +4,608.4% | +136.0% | +4,472.3% | +1,488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling