-37.9%
DG vs SITM
+170.3%
-208.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.6% |
| 7D | -4.8% | +3.7% | -8.5% | -4.8% |
| 30D | +1.8% | -14.5% | +16.3% | +1.8% |
| 3M | +14.5% | -10.6% | +25.0% | +14.5% |
| 6M | -13.6% | +65.5% | -79.1% | -14.1% |
| YTD | -4.8% | +67.0% | -71.9% | -5.5% |
| 1Y | +21.6% | +138.6% | -117.0% | +20.2% |
| 3Y | +4.5% | +421.8% | -417.4% | -1.7% |
| All | -37.9% | +170.3% | -208.2% | -42.2% |
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 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