+309.7%
SN vs SITM
+371.5%
-61.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -3.4% | +3.7% | -7.1% | -4.2% |
| 30D | -9.1% | -14.5% | +5.4% | -6.6% |
| 3M | +31.8% | -10.6% | +42.3% | +31.3% |
| 6M | +52.0% | +65.5% | -13.5% | +26.5% |
| YTD | +51.3% | +67.0% | -15.7% | +23.9% |
| 1Y | +46.9% | +138.6% | -91.7% | +8.1% |
| 3Y | +394.9% | +421.8% | -26.9% | +189.9% |
| All | +309.7% | +371.5% | -61.9% | +125.7% |
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