-24.7%
ACN vs SITM
+174.8%
-199.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.9% | -2.6% |
| 7D | -1.5% | +9.7% | -11.2% | -0.5% |
| 30D | +9.4% | +12.7% | -3.3% | +11.2% |
| 3M | +5.6% | -13.4% | +19.1% | +6.5% |
| 6M | -9.3% | +59.6% | -68.9% | -8.5% |
| YTD | -29.0% | +73.3% | -102.3% | -28.6% |
| 1Y | -24.7% | +165.5% | -190.2% | -22.3% |
| All | -24.7% | +174.8% | -199.4% | -22.3% |
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