-42.3%
ACN vs SITM
+423.6%
-466.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.2% |
| 7D | -7.9% | +4.8% | -12.7% | -7.9% |
| 30D | -1.1% | -9.7% | +8.7% | -1.1% |
| 3M | +5.6% | -9.3% | +14.9% | +5.6% |
| 6M | -9.9% | +69.5% | -79.5% | -14.0% |
| YTD | -32.3% | +70.5% | -102.8% | -35.7% |
| 1Y | -25.3% | +145.3% | -170.6% | -31.5% |
| All | -42.3% | +423.6% | -466.0% | -50.2% |
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