+65.6%
SW vs SITM
+3,535.1%
-3,469.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.1% | -1.3% |
| 7D | -2.6% | +17.2% | -19.7% | -4.3% |
| 30D | +7.2% | -17.1% | +24.3% | +8.5% |
| 3M | -10.5% | -29.2% | +18.7% | -8.4% |
| 6M | +9.9% | -47.6% | +57.5% | +14.8% |
| YTD | +17.2% | +33.8% | -16.6% | +9.4% |
| 1Y | +26.5% | +54.1% | -27.6% | +16.1% |
| 3Y | +47.7% | +337.6% | -289.9% | +17.2% |
| 5Y | +0.2% | +89.7% | -89.5% | -18.7% |
| All | +65.6% | +3,535.1% | -3,469.5% | -0.8% |
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