+4,789.7%
SITM vs Z
-13.5%
+4,803.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +3.6% |
| 7D | +3.9% | -6.0% | +9.9% | +7.0% |
| 30D | -6.6% | -2.3% | -4.3% | -6.9% |
| 3M | -11.9% | -0.6% | -11.3% | -15.7% |
| 6M | +81.1% | -27.6% | +108.8% | +102.8% |
| YTD | +80.0% | -52.4% | +132.3% | +144.3% |
| 1Y | +145.8% | -63.6% | +209.4% | +284.4% |
| 3Y | +475.9% | -36.4% | +512.3% | +535.1% |
| 5Y | +189.2% | -64.6% | +253.8% | +290.7% |
| All | +4,789.7% | -13.5% | +4,803.2% | +3,659.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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