+46.1%
DE vs SITM
+47.5%
-1.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.4% | +11.0% | +2.0% |
| 7D | +5.6% | -19.5% | +25.1% | +6.5% |
| 30D | -0.8% | -43.2% | +42.4% | +1.8% |
| 3M | +9.8% | -30.8% | +40.7% | +11.3% |
| 6M | +17.5% | -28.6% | +46.1% | +18.3% |
| YTD | +46.5% | +14.2% | +32.3% | +42.1% |
| 1Y | +46.1% | +44.4% | +1.7% | +39.2% |
| All | +46.1% | +47.5% | -1.4% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling