+71.6%
DAL vs SITM
+3,535.1%
-3,463.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -2.1% |
| 7D | +2.3% | +17.2% | -14.9% | -1.1% |
| 30D | +14.3% | -17.1% | +31.4% | +17.2% |
| 3M | +1.3% | -29.2% | +30.5% | +6.3% |
| 6M | +29.3% | -47.6% | +76.9% | +40.7% |
| YTD | +33.0% | +33.8% | -0.8% | +16.5% |
| 1Y | +59.8% | +54.1% | +5.7% | +35.6% |
| 3Y | +177.2% | +337.6% | -160.4% | +75.5% |
| 5Y | +118.4% | +89.7% | +28.6% | +47.1% |
| All | +71.6% | +3,535.1% | -3,463.5% | -37.0% |
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