-35.7%
U vs SITM
+782.5%
-818.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.5% | -1.1% | +2.3% |
| 7D | +5.5% | +3.9% | +1.7% | +3.9% |
| 30D | -1.3% | -6.6% | +5.3% | +0.2% |
| 3M | +64.6% | -11.9% | +76.4% | +66.4% |
| 6M | +119.4% | +81.1% | +38.2% | +54.0% |
| YTD | -0.5% | +80.0% | -80.5% | -33.1% |
| 1Y | +1.3% | +145.8% | -144.5% | -43.4% |
| 3Y | +15.6% | +475.9% | -460.3% | -64.7% |
| 5Y | -67.5% | +189.2% | -256.7% | -87.5% |
| All | -35.7% | +782.5% | -818.2% | -86.2% |
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