+18.1%
W vs SITM
+4,532.8%
-4,514.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.5% |
| 7D | +0.5% | +4.8% | -4.4% | -1.5% |
| 30D | -5.6% | -9.7% | +4.1% | -2.7% |
| 3M | +41.9% | -9.3% | +51.2% | +39.7% |
| 6M | +30.2% | +69.5% | -39.3% | -7.1% |
| YTD | -2.9% | +70.5% | -73.5% | -33.2% |
| 1Y | +11.6% | +145.3% | -133.7% | -38.4% |
| 3Y | +37.0% | +432.8% | -395.8% | -54.1% |
| 5Y | -62.8% | +174.0% | -236.9% | -84.8% |
| All | +18.1% | +4,532.8% | -4,514.8% | -83.8% |
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 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