+165.5%
SITM vs DGX
+33.7%
+131.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.5% | +6.4% |
| 7D | +9.7% | -2.3% | +12.0% | +9.3% |
| 30D | +12.7% | +0.6% | +12.1% | +12.9% |
| 3M | -13.4% | +21.4% | -34.8% | -11.1% |
| 6M | +59.6% | +14.7% | +44.9% | +63.8% |
| YTD | +73.3% | +38.4% | +34.9% | +80.0% |
| 1Y | +165.5% | +34.0% | +131.6% | +180.3% |
| All | +165.5% | +33.7% | +131.9% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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