+5.9%
ABT vs SITM
+452.7%
-446.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.2% |
| 7D | -5.9% | +3.9% | -9.7% | -5.8% |
| 30D | -8.1% | -6.6% | -1.5% | -8.2% |
| 3M | +14.5% | -11.9% | +26.4% | +14.7% |
| 6M | -6.3% | +81.1% | -87.4% | -6.5% |
| YTD | -17.1% | +80.0% | -97.1% | -17.2% |
| 1Y | -21.4% | +145.8% | -167.2% | -21.4% |
| 3Y | +5.9% | +475.9% | -470.0% | +2.8% |
| All | +5.9% | +452.7% | -446.7% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling