+145.8%
SITM vs DTE
+1.0%
+144.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +5.3% |
| 7D | +3.9% | -2.6% | +6.4% | +3.4% |
| 30D | -6.6% | -4.4% | -2.2% | -7.1% |
| 3M | -11.9% | -8.3% | -3.5% | -14.1% |
| 6M | +81.1% | -8.1% | +89.2% | +77.0% |
| YTD | +80.0% | +4.4% | +75.6% | +72.3% |
| 1Y | +145.8% | +0.2% | +145.7% | +136.7% |
| All | +145.8% | +1.0% | +144.9% | +136.7% |
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