-17.9%
DOW vs SITM
+4,507.3%
-4,525.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.7% |
| 7D | -2.9% | +8.4% | -11.3% | -3.9% |
| 30D | +2.0% | -17.4% | +19.4% | +4.0% |
| 3M | -12.5% | -9.8% | -2.7% | -12.9% |
| 6M | -9.2% | +83.0% | -92.2% | -19.3% |
| YTD | +30.8% | +69.6% | -38.8% | +16.2% |
| 1Y | +29.4% | +144.9% | -115.5% | +7.5% |
| 3Y | -34.6% | +429.9% | -464.4% | -54.4% |
| 5Y | -35.9% | +169.2% | -205.1% | -55.2% |
| All | -17.9% | +4,507.3% | -4,525.2% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling