+4,532.8%
SITM vs DTE
+60.0%
+4,472.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.7% |
| 7D | +4.8% | -2.0% | +6.8% | +5.9% |
| 30D | -9.7% | -2.4% | -7.3% | -8.6% |
| 3M | -9.3% | -7.3% | -2.0% | -6.4% |
| 6M | +69.5% | -7.6% | +77.1% | +74.7% |
| YTD | +70.5% | +5.8% | +64.7% | +62.9% |
| 1Y | +145.3% | +2.3% | +142.9% | +137.9% |
| 3Y | +432.8% | +45.0% | +387.8% | +302.1% |
| 5Y | +174.0% | +33.2% | +140.8% | +113.6% |
| All | +4,532.8% | +60.0% | +4,472.8% | +3,289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling