+67.7%
V vs SITM
+164.5%
-96.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -2.9% | +3.7% | -6.6% | -3.2% |
| 30D | +1.9% | -14.5% | +16.4% | +2.9% |
| 3M | +13.2% | -10.6% | +23.8% | +13.0% |
| 6M | +16.7% | +65.5% | -48.8% | +8.6% |
| YTD | +5.4% | +67.0% | -61.6% | -2.6% |
| 1Y | +7.7% | +138.6% | -130.9% | -5.1% |
| 3Y | +52.0% | +421.8% | -369.8% | +14.9% |
| 5Y | +67.7% | +172.4% | -104.7% | +25.6% |
| All | +67.7% | +164.5% | -96.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling