+636.7%
DELL vs SITM
+423.6%
+213.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.5% | -5.9% |
| 7D | -1.9% | +4.8% | -6.7% | -3.1% |
| 30D | +14.9% | -9.7% | +24.6% | +17.7% |
| 3M | +37.2% | -9.3% | +46.5% | +38.2% |
| 6M | +254.0% | +69.5% | +184.5% | +194.6% |
| YTD | +306.1% | +70.5% | +235.6% | +232.4% |
| 1Y | +312.3% | +145.3% | +167.0% | +197.2% |
| All | +636.7% | +423.6% | +213.1% | +305.5% |
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