+65.5%
SITM vs DTE
-8.1%
+73.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -14.5% | -0.5% | -14.0% | -14.3% |
| 3M | -10.6% | -6.0% | -4.5% | -13.5% |
| 6M | +65.5% | -7.2% | +72.7% | +61.1% |
| All | +65.5% | -8.1% | +73.7% | +61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling