+24.5%
ALAB vs SITM
+47.5%
-23.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +4.9% | -0.1% |
| 7D | -24.9% | -19.5% | -5.3% | -16.7% |
| 30D | -38.4% | -43.2% | +4.8% | -20.4% |
| 3M | -38.3% | -30.8% | -7.4% | -27.3% |
| 6M | +10.9% | -28.6% | +39.5% | +32.0% |
| YTD | +34.2% | +14.2% | +20.0% | +42.2% |
| 1Y | +24.5% | +44.4% | -19.9% | +38.3% |
| All | +24.5% | +47.5% | -23.0% | +38.3% |
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