+319.1%
DELL vs SITM
+174.8%
+144.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +0.3% |
| 7D | +14.9% | +9.7% | +5.2% | +13.1% |
| 30D | +13.3% | +12.7% | +0.6% | +10.3% |
| 3M | +24.4% | -13.4% | +37.8% | +25.4% |
| 6M | +258.0% | +59.6% | +198.4% | +225.6% |
| YTD | +320.2% | +73.3% | +246.9% | +278.9% |
| 1Y | +319.1% | +165.5% | +153.5% | +277.2% |
| All | +319.1% | +174.8% | +144.3% | +277.2% |
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