+63.8%
DIA vs SITM
+176.0%
-112.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -3.0% | +4.8% | -7.9% | -3.4% |
| 30D | -3.0% | -9.7% | +6.7% | -2.3% |
| 3M | +4.5% | -9.3% | +13.8% | +4.3% |
| 6M | +9.8% | +69.5% | -59.7% | +2.0% |
| YTD | +9.3% | +70.5% | -61.2% | +1.0% |
| 1Y | +16.0% | +145.3% | -129.3% | +2.3% |
| 3Y | +57.7% | +432.8% | -375.1% | +22.1% |
| 5Y | +63.8% | +174.0% | -110.3% | +25.0% |
| All | +63.8% | +176.0% | -112.3% | +25.0% |
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 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