+175.1%
SLV vs SITM
+3,319.5%
-3,144.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.8% |
| 7D | -5.8% | +6.6% | -12.5% | -6.3% |
| 30D | -12.1% | -15.3% | +3.2% | -11.3% |
| 3M | -24.1% | -35.4% | +11.3% | -22.0% |
| 6M | -44.4% | -46.8% | +2.4% | -42.4% |
| YTD | -31.5% | +25.9% | -57.4% | -33.7% |
| 1Y | -6.9% | +54.0% | -60.9% | -11.3% |
| 3Y | +116.0% | +315.6% | -199.6% | +86.1% |
| 5Y | +88.4% | +74.4% | +14.0% | +64.0% |
| All | +175.1% | +3,319.5% | -3,144.4% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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