+66.2%
SW vs SITM
+3,415.8%
-3,349.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | -0.7% |
| 7D | +1.8% | +9.4% | -7.5% | +0.6% |
| 30D | +7.0% | -25.4% | +32.4% | +9.5% |
| 3M | -7.6% | -37.0% | +29.3% | -4.4% |
| 6M | +8.5% | -45.1% | +53.7% | +12.8% |
| YTD | +17.7% | +29.4% | -11.7% | +10.2% |
| 1Y | +27.1% | +39.8% | -12.7% | +17.8% |
| 3Y | +48.2% | +328.2% | -280.0% | +17.9% |
| 5Y | -2.3% | +87.4% | -89.7% | -20.6% |
| All | +66.2% | +3,415.8% | -3,349.6% | -0.1% |
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