+511.6%
TER vs SITM
+4,789.7%
-4,278.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | +0.7% |
| 7D | +6.4% | +3.9% | +2.5% | +4.9% |
| 30D | -5.7% | -6.6% | +0.9% | -3.6% |
| 3M | -0.4% | -11.9% | +11.5% | +3.1% |
| 6M | +25.8% | +81.1% | -55.3% | +1.7% |
| YTD | +96.4% | +80.0% | +16.4% | +57.2% |
| 1Y | +229.2% | +145.8% | +83.4% | +135.4% |
| 3Y | +288.1% | +475.9% | -187.8% | +93.1% |
| 5Y | +219.9% | +189.2% | +30.7% | +74.2% |
| All | +511.6% | +4,789.7% | -4,278.1% | +105.8% |
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