+50.2%
DAL vs SITM
+4,608.4%
-4,558.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +0.6% |
| 7D | +0.1% | +9.7% | -9.6% | -1.7% |
| 30D | -13.9% | +12.7% | -26.6% | -16.8% |
| 3M | +1.1% | -13.4% | +14.5% | +1.5% |
| 6M | +26.2% | +59.6% | -33.4% | +9.9% |
| YTD | +16.4% | +73.3% | -56.9% | -1.5% |
| 1Y | +33.9% | +165.5% | -131.7% | +2.0% |
| 3Y | +93.4% | +368.7% | -275.3% | +22.3% |
| 5Y | +106.4% | +172.5% | -66.2% | +30.8% |
| All | +50.2% | +4,608.4% | -4,558.2% | -46.7% |
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