+172.4%
SITM vs DRI
+68.4%
+104.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.5% |
| 7D | +3.7% | -4.8% | +8.5% | +7.0% |
| 30D | -14.5% | -3.9% | -10.6% | -12.6% |
| 3M | -10.6% | +5.1% | -15.6% | -15.0% |
| 6M | +65.5% | +5.5% | +60.0% | +55.8% |
| YTD | +67.0% | +16.5% | +50.5% | +44.1% |
| 1Y | +138.6% | +2.0% | +136.6% | +125.3% |
| 3Y | +421.8% | +54.5% | +367.3% | +222.3% |
| 5Y | +172.4% | +66.6% | +105.8% | +50.2% |
| All | +172.4% | +68.4% | +104.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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