+161.0%
DAL vs SITM
+318.4%
-157.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.7% |
| 7D | -1.1% | +6.6% | -7.7% | -2.4% |
| 30D | +12.8% | -15.3% | +28.2% | +15.3% |
| 3M | -5.3% | -35.4% | +30.1% | +1.1% |
| 6M | +22.4% | -46.8% | +69.1% | +33.3% |
| YTD | +25.6% | +25.9% | -0.3% | +9.1% |
| 1Y | +45.5% | +54.0% | -8.5% | +20.0% |
| 3Y | +161.0% | +315.6% | -154.6% | +56.9% |
| All | +161.0% | +318.4% | -157.4% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling