+81.8%
SO vs SITM
+4,437.5%
-4,355.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | 0.0% | +3.7% | -3.7% | 0.0% |
| 30D | -2.5% | -14.5% | +12.0% | -2.2% |
| 3M | -4.2% | -10.6% | +6.4% | -4.2% |
| 6M | -7.7% | +65.5% | -73.2% | -9.3% |
| YTD | +3.8% | +67.0% | -63.2% | +1.7% |
| 1Y | +0.1% | +138.6% | -138.6% | -3.2% |
| 3Y | +44.2% | +421.8% | -377.6% | +31.6% |
| 5Y | +57.9% | +172.4% | -114.6% | +42.4% |
| All | +81.8% | +4,437.5% | -4,355.7% | +11.1% |
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