+223.8%
STT vs SITM
+4,532.8%
-4,309.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.4% | +4.8% | -6.2% | -2.1% |
| 30D | +2.2% | -9.7% | +11.9% | +3.5% |
| 3M | +18.8% | -9.3% | +28.1% | +18.5% |
| 6M | +57.9% | +69.5% | -11.6% | +40.3% |
| YTD | +51.0% | +70.5% | -19.5% | +32.8% |
| 1Y | +77.1% | +145.3% | -68.1% | +45.1% |
| 3Y | +199.8% | +432.8% | -233.0% | +99.5% |
| 5Y | +156.0% | +174.0% | -18.1% | +72.7% |
| All | +223.8% | +4,532.8% | -4,309.0% | +14.3% |
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