+228.2%
TER vs SITM
+164.5%
+63.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | +12.4% | +3.7% | +8.7% | +10.7% |
| 30D | +5.1% | -14.5% | +19.6% | +11.6% |
| 3M | +4.0% | -10.6% | +14.5% | +7.8% |
| 6M | +29.5% | +65.5% | -36.0% | +4.0% |
| YTD | +98.5% | +67.0% | +31.4% | +56.4% |
| 1Y | +234.1% | +138.6% | +95.5% | +125.7% |
| 3Y | +289.0% | +421.8% | -132.8% | +69.5% |
| 5Y | +228.2% | +172.4% | +55.7% | +46.7% |
| All | +228.2% | +164.5% | +63.7% | +46.7% |
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