+63.9%
DAL vs SITM
+3,107.0%
-3,043.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +17.4% | -15.3% | -1.1% |
| 7D | +8.8% | -6.7% | +15.5% | +9.5% |
| 30D | +5.4% | -37.3% | +42.7% | +14.0% |
| 3M | -4.9% | -39.4% | +34.4% | +2.7% |
| 6M | +19.8% | -33.1% | +53.0% | +23.0% |
| YTD | +27.0% | +18.0% | +8.9% | +14.0% |
| 1Y | +52.5% | +22.7% | +29.8% | +35.3% |
| 3Y | +173.8% | +283.8% | -109.9% | +77.8% |
| 5Y | +104.5% | +45.0% | +59.5% | +44.0% |
| All | +63.9% | +3,107.0% | -3,043.2% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling