+72.5%
DAL vs SITM
+3,415.8%
-3,343.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.6% | -4.4% | +3.5% |
| 7D | +10.0% | +9.4% | +0.7% | +7.6% |
| 30D | +12.0% | -25.4% | +37.4% | +17.3% |
| 3M | +0.8% | -37.0% | +37.8% | +8.2% |
| 6M | +26.2% | -45.1% | +71.3% | +36.0% |
| YTD | +33.7% | +29.4% | +4.3% | +18.0% |
| 1Y | +57.6% | +39.8% | +17.8% | +36.3% |
| 3Y | +183.5% | +328.2% | -144.8% | +80.3% |
| 5Y | +114.2% | +87.4% | +26.8% | +44.7% |
| All | +72.5% | +3,415.8% | -3,343.3% | -36.2% |
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