+215.7%
VUG vs SITM
+4,608.4%
-4,392.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.6% |
| 7D | -0.1% | +9.7% | -9.8% | -1.7% |
| 30D | -0.3% | +12.7% | -13.0% | -3.2% |
| 3M | -0.7% | -13.4% | +12.7% | -0.2% |
| 6M | +14.6% | +59.6% | -45.0% | +2.0% |
| YTD | +9.0% | +73.3% | -64.3% | -5.3% |
| 1Y | +14.9% | +165.5% | -150.7% | -8.9% |
| 3Y | +86.0% | +368.7% | -282.7% | +23.2% |
| 5Y | +76.7% | +172.5% | -95.8% | +18.0% |
| All | +215.7% | +4,608.4% | -4,392.7% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling