+11.8%
DIA vs SITM
+47.8%
-36.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.7% | +0.3% |
| 7D | +2.1% | +6.6% | -4.5% | +1.9% |
| 30D | +1.5% | -15.3% | +16.8% | +1.9% |
| 3M | -2.4% | -35.4% | +33.0% | -1.1% |
| 6M | +6.0% | -46.8% | +52.7% | +8.1% |
| YTD | +10.1% | +25.9% | -15.8% | +4.2% |
| 1Y | +11.8% | +54.0% | -42.2% | +3.0% |
| All | +11.8% | +47.8% | -36.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling