+496.1%
TPR vs SITM
+3,519.6%
-3,023.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.1% | +32.5% | -33.7% | -6.3% |
| 30D | +15.1% | -18.8% | +33.9% | +17.9% |
| 3M | -13.4% | -30.9% | +17.5% | -9.5% |
| 6M | +1.4% | -44.5% | +45.8% | +8.0% |
| YTD | +4.8% | +33.2% | -28.5% | -9.2% |
| 1Y | +29.2% | +53.8% | -24.7% | +8.2% |
| 3Y | +403.7% | +335.7% | +68.0% | +204.3% |
| 5Y | +230.8% | +84.6% | +146.2% | +115.5% |
| All | +496.1% | +3,519.6% | -3,023.5% | +92.6% |
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