+77.4%
VUG vs SITM
+170.3%
-92.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.1% | +3.7% | -3.6% | -0.6% |
| 30D | -1.7% | -14.5% | +12.8% | +0.7% |
| 3M | +2.8% | -10.6% | +13.4% | +2.9% |
| 6M | +13.6% | +65.5% | -51.9% | -0.6% |
| YTD | +8.1% | +67.0% | -58.9% | -6.8% |
| 1Y | +13.1% | +138.6% | -125.5% | -10.7% |
| 3Y | +87.0% | +421.8% | -334.9% | +14.2% |
| All | +77.4% | +170.3% | -92.9% | +9.9% |
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