+131.1%
ADI vs SITM
+176.0%
-44.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.6% |
| 7D | +1.3% | +4.8% | -3.5% | 0.0% |
| 30D | -6.0% | -9.7% | +3.8% | -3.8% |
| 3M | -7.7% | -9.3% | +1.6% | -7.4% |
| 6M | +14.0% | +69.5% | -55.5% | -4.9% |
| YTD | +34.4% | +70.5% | -36.1% | +10.4% |
| 1Y | +48.0% | +145.3% | -97.3% | +7.9% |
| 3Y | +113.3% | +432.8% | -319.5% | +13.0% |
| 5Y | +131.1% | +174.0% | -42.9% | +24.1% |
| All | +131.1% | +176.0% | -44.9% | +24.1% |
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