+156.7%
STT vs SITM
+170.3%
-13.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.0% | +3.7% | -2.7% | +0.5% |
| 30D | +2.8% | -14.5% | +17.3% | +4.7% |
| 3M | +18.1% | -10.6% | +28.7% | +18.0% |
| 6M | +59.2% | +65.5% | -6.3% | +42.9% |
| YTD | +51.5% | +67.0% | -15.5% | +34.6% |
| 1Y | +75.7% | +138.6% | -62.9% | +46.1% |
| 3Y | +200.8% | +421.8% | -221.1% | +104.3% |
| All | +156.7% | +170.3% | -13.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling