+185.2%
SITM vs DGX
+66.8%
+118.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +5.0% |
| 7D | +3.9% | -0.9% | +4.7% | +4.2% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -11.9% | +15.8% | -27.6% | -16.8% |
| 6M | +81.1% | +18.2% | +63.0% | +68.8% |
| YTD | +80.0% | +37.2% | +42.8% | +57.3% |
| 1Y | +145.8% | +30.4% | +115.5% | +118.4% |
| 3Y | +475.9% | +96.7% | +379.2% | +281.6% |
| All | +185.2% | +66.8% | +118.4% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling