+65.8%
SW vs SITM
+3,107.0%
-3,041.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +17.4% | -18.4% | -2.6% |
| 7D | +2.3% | -6.7% | +9.1% | +2.7% |
| 30D | +6.8% | -37.3% | +44.1% | +11.1% |
| 3M | -5.2% | -39.4% | +34.2% | -1.5% |
| 6M | +7.4% | -33.1% | +40.5% | +8.8% |
| YTD | +17.4% | +18.0% | -0.6% | +11.0% |
| 1Y | +27.1% | +22.7% | +4.4% | +19.4% |
| 3Y | +47.9% | +283.8% | -235.9% | +18.9% |
| 5Y | -2.6% | +45.0% | -47.6% | -19.3% |
| All | +65.8% | +3,107.0% | -3,041.3% | +0.6% |
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