+25.0%
ALAB vs SITM
+155.7%
-130.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | 0.0% |
| 7D | -6.2% | +3.9% | -10.0% | -7.7% |
| 30D | -8.7% | -6.6% | -2.1% | -6.4% |
| 3M | -20.7% | -11.9% | -8.9% | -18.2% |
| 6M | +133.5% | +81.1% | +52.4% | +94.1% |
| YTD | +75.1% | +80.0% | -4.9% | +43.6% |
| 1Y | +25.0% | +145.8% | -120.8% | -3.2% |
| All | +25.0% | +155.7% | -130.7% | -3.2% |
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 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