+4,789.7%
SITM price history and return analytics
+133.4%
+4,656.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +3.6% |
| 7D | +3.9% | -1.1% | +5.0% | +6.5% |
| 30D | -6.6% | -1.0% | -5.6% | -4.2% |
| 3M | -11.9% | +3.2% | -15.0% | -16.2% |
| 6M | +81.1% | +12.5% | +68.7% | +45.0% |
| YTD | +80.0% | +14.1% | +65.9% | +39.6% |
| 1Y | +145.8% | +18.9% | +126.9% | +76.1% |
| 3Y | +475.9% | +74.1% | +401.8% | +110.3% |
| 5Y | +189.2% | +66.9% | +122.4% | +29.9% |
| All | +4,789.7% | +133.4% | +4,656.3% | +1,591.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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