+18.5%
UL vs SITM
+4,789.7%
-4,771.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | -3.4% | +3.9% | -7.2% | -3.5% |
| 30D | +0.5% | -6.6% | +7.1% | +0.6% |
| 3M | +7.2% | -11.9% | +19.1% | +7.3% |
| 6M | -3.1% | +81.1% | -84.2% | -6.3% |
| YTD | -2.7% | +80.0% | -82.7% | -6.2% |
| 1Y | -10.2% | +145.8% | -156.1% | -15.0% |
| 3Y | +20.3% | +475.9% | -455.6% | +4.9% |
| 5Y | +19.9% | +189.2% | -169.3% | +4.7% |
| All | +18.5% | +4,789.7% | -4,771.2% | -18.7% |
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 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