-53.1%
TE vs SITM
+2,747.9%
-2,801.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | -1.0% |
| 7D | +0.2% | +3.9% | -3.6% | -1.0% |
| 30D | -5.9% | -6.6% | +0.7% | -4.4% |
| 3M | -45.6% | -11.9% | -33.7% | -43.8% |
| 6M | -43.4% | +81.1% | -124.5% | -53.3% |
| YTD | -31.0% | +80.0% | -111.0% | -43.8% |
| 1Y | +145.2% | +145.8% | -0.6% | +76.9% |
| 3Y | -24.1% | +475.9% | -499.9% | -58.3% |
| 5Y | -48.1% | +189.2% | -237.4% | -69.6% |
| All | -53.1% | +2,747.9% | -2,801.0% | -75.1% |
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