+1.5%
ABNB vs SITM
+176.0%
-174.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -9.5% | +4.8% | -14.3% | -10.4% |
| 30D | -9.4% | -9.7% | +0.3% | -8.1% |
| 3M | +29.9% | -9.3% | +39.2% | +28.6% |
| 6M | +26.6% | +69.5% | -42.9% | +5.3% |
| YTD | +23.5% | +70.5% | -47.0% | +0.8% |
| 1Y | +35.8% | +145.3% | -109.4% | -1.6% |
| 3Y | +15.0% | +432.8% | -417.8% | -41.2% |
| 5Y | +1.5% | +174.0% | -172.5% | -43.9% |
| All | +1.5% | +176.0% | -174.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling