-62.3%
W vs SITM
+164.5%
-226.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | +5.9% | +3.7% | +2.2% | +4.2% |
| 30D | -3.0% | -14.5% | +11.5% | +2.4% |
| 3M | +40.3% | -10.6% | +50.9% | +38.8% |
| 6M | +32.2% | +65.5% | -33.3% | -7.3% |
| YTD | -0.3% | +67.0% | -67.3% | -32.9% |
| 1Y | +16.2% | +138.6% | -122.4% | -38.8% |
| 3Y | +40.7% | +421.8% | -381.1% | -59.6% |
| 5Y | -62.3% | +172.4% | -234.8% | -85.9% |
| All | -62.3% | +164.5% | -226.9% | -85.9% |
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