+358.7%
ALAB vs SITM
+603.6%
-244.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -6.4% |
| 7D | +0.6% | +4.8% | -4.2% | -1.6% |
| 30D | -8.8% | -9.7% | +0.9% | -4.5% |
| 3M | -14.0% | -9.3% | -4.7% | -9.8% |
| 6M | +144.3% | +69.5% | +74.8% | +84.2% |
| YTD | +71.0% | +70.5% | +0.5% | +24.1% |
| 1Y | +23.5% | +145.3% | -121.7% | -28.9% |
| All | +358.7% | +603.6% | -244.9% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling