+1,145.9%
DELL vs SITM
+187.3%
+958.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.5% | +6.4% | +10.7% |
| 7D | +8.2% | +3.9% | +4.4% | +7.3% |
| 30D | +17.1% | -6.6% | +23.7% | +18.8% |
| 3M | +45.2% | -11.9% | +57.0% | +47.2% |
| 6M | +286.8% | +81.1% | +205.6% | +225.6% |
| YTD | +354.8% | +80.0% | +274.8% | +278.6% |
| 1Y | +358.3% | +145.8% | +212.4% | +248.3% |
| 3Y | +724.9% | +475.9% | +249.0% | +386.8% |
| All | +1,145.9% | +187.3% | +958.6% | +647.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling