-35.5%
DOW vs SITM
+176.0%
-211.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -2.4% | +4.8% | -7.2% | -2.9% |
| 30D | -4.1% | -9.7% | +5.6% | -3.4% |
| 3M | -12.4% | -9.3% | -3.1% | -12.8% |
| 6M | -10.6% | +69.5% | -80.1% | -18.4% |
| YTD | +31.1% | +70.5% | -39.4% | +18.4% |
| 1Y | +30.5% | +145.3% | -114.7% | +10.8% |
| 3Y | -34.4% | +432.8% | -467.2% | -52.3% |
| 5Y | -35.5% | +174.0% | -209.5% | -53.6% |
| All | -35.5% | +176.0% | -211.5% | -53.6% |
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