+26.5%
T vs SITM
+3,319.5%
-3,293.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.1% |
| 7D | +2.5% | +6.6% | -4.1% | +2.4% |
| 30D | -3.8% | -15.3% | +11.5% | -3.6% |
| 3M | -8.7% | -35.4% | +26.6% | -8.2% |
| 6M | -8.1% | -46.8% | +38.7% | -7.4% |
| YTD | -6.4% | +25.9% | -32.3% | -8.0% |
| 1Y | -9.8% | +54.0% | -63.8% | -11.8% |
| 3Y | +65.5% | +315.6% | -250.1% | +51.1% |
| 5Y | +57.0% | +74.4% | -17.5% | +44.6% |
| All | +26.5% | +3,319.5% | -3,293.1% | -16.2% |
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