+1,651.3%
STX vs SITM
+4,789.7%
-3,138.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.3% | -4.9% |
| 7D | -2.3% | +3.9% | -6.1% | -3.1% |
| 30D | -5.5% | -6.6% | +1.1% | -4.1% |
| 3M | -4.3% | -11.9% | +7.6% | -2.5% |
| 6M | +115.6% | +81.1% | +34.5% | +89.3% |
| YTD | +202.2% | +80.0% | +122.2% | +163.4% |
| 1Y | +325.3% | +145.8% | +179.5% | +245.7% |
| 3Y | +1,283.9% | +475.9% | +808.0% | +798.6% |
| 5Y | +1,048.3% | +189.2% | +859.1% | +669.0% |
| All | +1,651.3% | +4,789.7% | -3,138.4% | +696.6% |
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 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