+102.9%
DAL vs SITM
+42.2%
+60.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +17.4% | -15.3% | -1.3% |
| 7D | +8.8% | -6.7% | +15.5% | +9.5% |
| 30D | +5.4% | -37.3% | +42.7% | +14.6% |
| 3M | -4.9% | -39.4% | +34.4% | +3.3% |
| 6M | +19.8% | -33.1% | +53.0% | +23.0% |
| YTD | +27.0% | +18.0% | +8.9% | +12.2% |
| 1Y | +52.5% | +22.7% | +29.8% | +32.9% |
| 3Y | +173.8% | +283.8% | -109.9% | +66.3% |
| All | +102.9% | +42.2% | +60.7% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling