-34.9%
DOW vs SITM
+412.8%
-447.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -6.0% | +3.7% | -9.7% | -6.3% |
| 30D | -2.7% | -14.5% | +11.8% | -1.6% |
| 3M | -10.5% | -10.6% | +0.1% | -10.7% |
| 6M | -12.4% | +65.5% | -78.0% | -19.8% |
| YTD | +30.0% | +67.0% | -37.0% | +17.5% |
| 1Y | +27.8% | +138.6% | -110.8% | +7.4% |
| All | -34.9% | +412.8% | -447.7% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling