-22.7%
U vs SITM
+517.2%
-539.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.5% | +10.8% | +7.3% |
| 7D | +2.6% | +6.6% | -4.1% | -0.4% |
| 30D | +27.6% | -15.3% | +42.9% | +32.2% |
| 3M | +15.3% | -35.4% | +50.7% | +29.7% |
| 6M | +96.4% | -46.8% | +143.2% | +129.3% |
| YTD | +19.6% | +25.9% | -6.3% | -11.4% |
| 1Y | +42.1% | +54.0% | -11.9% | -4.5% |
| 3Y | +87.5% | +315.6% | -228.0% | -37.6% |
| 5Y | -73.1% | +74.4% | -147.6% | -87.8% |
| All | -22.7% | +517.2% | -539.9% | -81.8% |
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