+172.4%
SITM vs DAR
-8.0%
+180.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | +3.7% | -0.2% | +3.9% | +3.6% |
| 30D | -14.5% | +7.4% | -22.0% | -17.9% |
| 3M | -10.6% | +15.7% | -26.2% | -17.3% |
| 6M | +65.5% | +30.0% | +35.5% | +43.3% |
| YTD | +67.0% | +87.5% | -20.5% | +19.5% |
| 1Y | +138.6% | +113.4% | +25.2% | +57.2% |
| 3Y | +421.8% | +15.3% | +406.5% | +357.1% |
| 5Y | +172.4% | -4.3% | +176.8% | +161.7% |
| All | +172.4% | -8.0% | +180.4% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling