+4.1%
ACN vs SITM
+47.8%
-43.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | -0.6% |
| 7D | -3.8% | +6.6% | -10.5% | -2.8% |
| 30D | +16.5% | -15.3% | +31.8% | +15.0% |
| 3M | +41.5% | -35.4% | +76.8% | +35.9% |
| 6M | +60.1% | -46.8% | +106.9% | +57.2% |
| YTD | -3.9% | +25.9% | -29.8% | -7.5% |
| 1Y | +4.1% | +54.0% | -49.9% | -3.6% |
| All | +4.1% | +47.8% | -43.7% | -3.6% |
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