+113.7%
DT vs SITM
+4,507.3%
-4,393.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | -4.9% | +8.4% | -13.2% | -6.5% |
| 30D | +2.7% | -17.4% | +20.1% | +6.1% |
| 3M | +20.0% | -9.8% | +29.8% | +18.6% |
| 6M | +28.0% | +83.0% | -54.9% | +4.7% |
| YTD | +16.0% | +69.6% | -53.5% | -5.0% |
| 1Y | +0.7% | +144.9% | -144.2% | -26.5% |
| 3Y | +6.2% | +429.9% | -423.7% | -44.6% |
| 5Y | -28.1% | +169.2% | -197.3% | -59.6% |
| All | +113.7% | +4,507.3% | -4,393.6% | -45.6% |
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 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