+174.0%
SITM price history and return analytics
+63.7%
+110.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +4.5% |
| 7D | +4.8% | -2.0% | +6.8% | +10.9% |
| 30D | -9.7% | -1.4% | -8.3% | -5.8% |
| 3M | -9.3% | +4.7% | -14.1% | -18.4% |
| 6M | +69.5% | +11.4% | +58.2% | +30.4% |
| YTD | +70.5% | +13.1% | +57.5% | +25.2% |
| 1Y | +145.3% | +19.0% | +126.2% | +58.0% |
| 3Y | +432.8% | +73.9% | +358.8% | +38.9% |
| 5Y | +174.0% | +65.4% | +108.6% | +4.8% |
| All | +174.0% | +63.7% | +110.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling