+171.1%
SPY vs SITM
+4,789.7%
-4,618.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.2% |
| 7D | -0.8% | +3.9% | -4.6% | -1.3% |
| 30D | -1.1% | -6.6% | +5.5% | -0.5% |
| 3M | +3.9% | -11.9% | +15.7% | +4.1% |
| 6M | +13.6% | +81.1% | -67.5% | +2.1% |
| YTD | +12.7% | +80.0% | -67.3% | +0.6% |
| 1Y | +17.5% | +145.8% | -128.3% | -0.7% |
| 3Y | +76.9% | +475.9% | -399.0% | +24.9% |
| 5Y | +83.6% | +189.2% | -105.6% | +31.9% |
| All | +171.1% | +4,789.7% | -4,618.6% | +31.3% |
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