+48.0%
DAL vs SITM
+4,507.3%
-4,459.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +3.4% | +8.4% | -5.0% | +1.8% |
| 30D | -13.6% | -17.4% | +3.9% | -10.6% |
| 3M | +1.2% | -9.8% | +11.0% | +1.0% |
| 6M | +34.5% | +83.0% | -48.5% | +14.0% |
| YTD | +14.7% | +69.6% | -54.9% | -2.6% |
| 1Y | +29.2% | +144.9% | -115.7% | +0.2% |
| 3Y | +100.0% | +429.9% | -329.9% | +23.6% |
| 5Y | +106.3% | +169.2% | -62.9% | +31.1% |
| All | +48.0% | +4,507.3% | -4,459.4% | -47.3% |
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