+75.9%
DE vs SITM
+452.7%
-376.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.8% |
| 7D | -2.6% | +3.9% | -6.4% | -2.9% |
| 30D | +9.0% | -6.6% | +15.6% | +9.5% |
| 3M | +19.1% | -11.9% | +31.0% | +19.5% |
| 6M | +14.4% | +81.1% | -66.8% | +4.8% |
| YTD | +45.9% | +80.0% | -34.0% | +33.0% |
| 1Y | +43.6% | +145.8% | -102.2% | +24.7% |
| 3Y | +75.9% | +475.9% | -400.0% | +32.2% |
| All | +75.9% | +452.7% | -376.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling