+44.4%
SITM vs DTE
+5.6%
+38.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.4% | -11.8% | -8.5% |
| 7D | -19.5% | +4.2% | -23.8% | -18.5% |
| 30D | -43.2% | +10.0% | -53.2% | -42.0% |
| 3M | -30.8% | -2.1% | -28.8% | -30.4% |
| 6M | -28.6% | -4.7% | -23.9% | -29.0% |
| YTD | +14.2% | +9.3% | +4.9% | +7.0% |
| 1Y | +44.4% | +6.6% | +37.8% | +36.1% |
| All | +44.4% | +5.6% | +38.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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