+111.4%
DAL vs SITM
+73.6%
+37.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.8% |
| 7D | -1.1% | +6.6% | -7.7% | -2.5% |
| 30D | +12.8% | -15.3% | +28.2% | +15.4% |
| 3M | -5.3% | -35.4% | +30.1% | +1.7% |
| 6M | +22.4% | -46.8% | +69.1% | +33.8% |
| YTD | +25.6% | +25.9% | -0.3% | +9.2% |
| 1Y | +45.5% | +54.0% | -8.5% | +20.2% |
| 3Y | +161.0% | +315.6% | -154.6% | +54.1% |
| All | +111.4% | +73.6% | +37.8% | +31.0% |
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 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