+4.1%
DT vs SITM
+155.7%
-151.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.5% |
| 7D | -1.6% | +3.9% | -5.4% | -1.5% |
| 30D | +3.0% | -6.6% | +9.6% | +2.8% |
| 3M | +26.5% | -11.9% | +38.4% | +27.1% |
| 6M | +35.9% | +81.1% | -45.2% | +37.6% |
| YTD | +17.8% | +80.0% | -62.1% | +19.2% |
| 1Y | +4.1% | +145.8% | -141.8% | +5.4% |
| All | +4.1% | +155.7% | -151.7% | +5.4% |
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