+610.0%
URI vs SITM
+4,507.3%
-3,897.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | +2.5% | +8.4% | -5.8% | +0.9% |
| 30D | -12.5% | -17.4% | +4.9% | -9.5% |
| 3M | -6.2% | -9.8% | +3.6% | -6.3% |
| 6M | +25.9% | +83.0% | -57.1% | +6.8% |
| YTD | +26.2% | +69.6% | -43.4% | +7.2% |
| 1Y | +5.5% | +144.9% | -139.4% | -18.4% |
| 3Y | +125.0% | +429.9% | -304.9% | +36.3% |
| 5Y | +210.4% | +169.2% | +41.3% | +94.6% |
| All | +610.0% | +4,507.3% | -3,897.3% | +140.3% |
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