+186.5%
SU vs SITM
+4,789.7%
-4,603.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.8% |
| 7D | +2.2% | +3.9% | -1.6% | +1.7% |
| 30D | +8.4% | -6.6% | +15.0% | +9.0% |
| 3M | +12.1% | -11.9% | +24.0% | +12.1% |
| 6M | +19.7% | +81.1% | -61.5% | +7.1% |
| YTD | +58.4% | +80.0% | -21.6% | +40.9% |
| 1Y | +67.2% | +145.8% | -78.6% | +40.6% |
| 3Y | +125.0% | +475.9% | -350.8% | +55.1% |
| 5Y | +355.1% | +189.2% | +165.8% | +217.7% |
| All | +186.5% | +4,789.7% | -4,603.2% | +1.6% |
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