+429.9%
SITM vs DAR
+14.9%
+415.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -3.3% |
| 7D | +8.4% | -0.9% | +9.2% | +8.6% |
| 30D | -17.4% | +13.0% | -30.4% | -21.6% |
| 3M | -9.8% | +15.0% | -24.8% | -14.8% |
| 6M | +83.0% | +26.8% | +56.1% | +65.7% |
| YTD | +69.6% | +86.4% | -16.8% | +32.4% |
| 1Y | +144.9% | +115.1% | +29.8% | +78.8% |
| 3Y | +429.9% | +14.6% | +415.2% | +331.2% |
| All | +429.9% | +14.9% | +415.0% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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