+4,789.7%
SITM vs WY
-3.9%
+4,793.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +3.9% | -4.2% | +8.0% | +6.9% |
| 30D | -6.6% | -10.1% | +3.5% | +0.1% |
| 3M | -11.9% | -8.5% | -3.4% | -8.8% |
| 6M | +81.1% | -3.3% | +84.5% | +79.7% |
| YTD | +80.0% | -4.4% | +84.4% | +77.8% |
| 1Y | +145.8% | -11.5% | +157.3% | +156.4% |
| 3Y | +475.9% | -24.3% | +500.2% | +568.4% |
| 5Y | +189.2% | -21.3% | +210.5% | +244.8% |
| All | +4,789.7% | -3.9% | +4,793.6% | +6,018.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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