+47.9%
DE vs SITM
+174.8%
-126.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.7% | -0.4% |
| 7D | +10.0% | +9.7% | +0.3% | +9.5% |
| 30D | +13.3% | +12.7% | +0.6% | +12.4% |
| 3M | +17.5% | -13.4% | +30.9% | +18.0% |
| 6M | +13.6% | +59.6% | -46.0% | +8.6% |
| YTD | +49.8% | +73.3% | -23.5% | +42.7% |
| 1Y | +47.9% | +165.5% | -117.7% | +35.1% |
| All | +47.9% | +174.8% | -126.9% | +35.1% |
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 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