+4,532.8%
SITM vs DGX
+153.6%
+4,379.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.9% |
| 7D | +4.8% | -3.5% | +8.3% | +6.5% |
| 30D | -9.7% | -2.7% | -7.0% | -8.7% |
| 3M | -9.3% | +13.9% | -23.2% | -15.6% |
| 6M | +69.5% | +16.0% | +53.5% | +55.4% |
| YTD | +70.5% | +34.9% | +35.6% | +44.3% |
| 1Y | +145.3% | +30.6% | +114.7% | +109.7% |
| 3Y | +432.8% | +93.0% | +339.8% | +243.5% |
| 5Y | +174.0% | +64.4% | +109.6% | +94.0% |
| All | +4,532.8% | +153.6% | +4,379.3% | +3,096.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling