+44.0%
T vs SITM
+4,532.8%
-4,488.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.6% |
| 7D | -2.4% | +4.8% | -7.3% | -2.5% |
| 30D | +4.3% | -9.7% | +14.0% | +4.4% |
| 3M | +11.6% | -9.3% | +20.9% | +11.5% |
| 6M | -5.6% | +69.5% | -75.1% | -7.3% |
| YTD | +6.6% | +70.5% | -64.0% | +4.4% |
| 1Y | -8.4% | +145.3% | -153.6% | -11.4% |
| 3Y | +107.8% | +432.8% | -325.0% | +89.4% |
| 5Y | +68.3% | +174.0% | -105.7% | +52.5% |
| All | +44.0% | +4,532.8% | -4,488.8% | -4.9% |
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