+44.2%
ABNB vs SITM
+47.5%
-3.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.4% | +15.0% | +5.6% |
| 7D | +6.2% | -19.5% | +25.8% | +6.3% |
| 30D | +7.5% | -43.2% | +50.7% | +8.1% |
| 3M | +17.6% | -30.8% | +48.5% | +18.0% |
| 6M | +27.0% | -28.6% | +55.6% | +25.6% |
| YTD | +30.0% | +14.2% | +15.8% | +24.2% |
| 1Y | +44.2% | +44.4% | -0.2% | +36.5% |
| All | +44.2% | +47.5% | -3.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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