+64.2%
T vs SITM
+164.5%
-100.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.8% |
| 7D | -3.1% | +3.7% | -6.8% | -3.1% |
| 30D | +4.6% | -14.5% | +19.1% | +4.5% |
| 3M | +12.2% | -10.6% | +22.8% | +12.2% |
| 6M | -6.5% | +65.5% | -72.0% | -6.4% |
| YTD | +4.9% | +67.0% | -62.1% | +4.9% |
| 1Y | -10.5% | +138.6% | -149.1% | -10.6% |
| 3Y | +104.6% | +421.8% | -317.2% | +97.7% |
| 5Y | +64.2% | +172.4% | -108.2% | +53.2% |
| All | +64.2% | +164.5% | -100.3% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling