-3.5%
VG vs SITM
-31.9%
+28.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +17.4% | -17.4% | -1.1% |
| 7D | -22.0% | -6.7% | -15.3% | -21.7% |
| 30D | -11.6% | -37.3% | +25.7% | -10.5% |
| 3M | -14.9% | -39.4% | +24.5% | -13.7% |
| 6M | -3.5% | -33.1% | +29.6% | -0.3% |
| All | -3.5% | -31.9% | +28.4% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling