-49.3%
TE vs SITM
+187.3%
-236.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | -1.5% |
| 7D | +0.2% | +3.9% | -3.6% | -1.4% |
| 30D | -5.9% | -6.6% | +0.7% | -4.1% |
| 3M | -45.6% | -11.9% | -33.7% | -43.4% |
| 6M | -43.4% | +81.1% | -124.5% | -56.6% |
| YTD | -31.0% | +80.0% | -111.0% | -48.2% |
| 1Y | +145.2% | +145.8% | -0.6% | +55.3% |
| 3Y | -24.1% | +475.9% | -499.9% | -68.5% |
| All | -49.3% | +187.3% | -236.6% | -75.7% |
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