+113.4%
DIA vs SITM
+4,789.7%
-4,676.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.4% |
| 7D | -1.6% | +3.9% | -5.4% | -1.9% |
| 30D | -2.0% | -6.6% | +4.6% | -1.6% |
| 3M | +3.6% | -11.9% | +15.5% | +3.7% |
| 6M | +11.5% | +81.1% | -69.6% | +2.3% |
| YTD | +10.4% | +80.0% | -69.6% | +0.7% |
| 1Y | +15.6% | +145.8% | -130.3% | +1.0% |
| 3Y | +58.9% | +475.9% | -417.0% | +19.6% |
| 5Y | +65.3% | +189.2% | -123.9% | +25.5% |
| All | +113.4% | +4,789.7% | -4,676.3% | +5.4% |
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