+60.9%
SW vs SITM
+3,319.5%
-3,258.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.4% |
| 7D | -2.9% | +6.6% | -9.6% | -3.6% |
| 30D | +5.0% | -15.3% | +20.3% | +6.1% |
| 3M | -13.7% | -35.4% | +21.7% | -10.8% |
| 6M | +8.0% | -46.8% | +54.8% | +12.6% |
| YTD | +14.0% | +25.9% | -11.9% | +7.0% |
| 1Y | +25.6% | +54.0% | -28.4% | +15.3% |
| 3Y | +40.1% | +315.6% | -275.5% | +11.8% |
| 5Y | -2.6% | +74.4% | -77.0% | -20.4% |
| All | +60.9% | +3,319.5% | -3,258.6% | -3.0% |
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