-14.7%
DG vs SITM
+4,789.7%
-4,804.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +1.1% |
| 7D | -6.5% | +3.9% | -10.3% | -6.6% |
| 30D | +4.2% | -6.6% | +10.8% | +4.3% |
| 3M | +9.5% | -11.9% | +21.4% | +9.6% |
| 6M | -13.1% | +81.1% | -94.3% | -15.4% |
| YTD | -4.8% | +80.0% | -84.8% | -7.5% |
| 1Y | +20.6% | +145.8% | -125.2% | +15.6% |
| 3Y | +4.9% | +475.9% | -470.9% | -6.9% |
| 5Y | -37.9% | +189.2% | -227.1% | -44.8% |
| All | -14.7% | +4,789.7% | -4,804.4% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling