+365.7%
ALAB vs SITM
+599.7%
-234.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -5.9% |
| 7D | +3.2% | +8.4% | -5.2% | -0.6% |
| 30D | -13.6% | -17.4% | +3.9% | -5.4% |
| 3M | -16.6% | -9.8% | -6.8% | -12.2% |
| 6M | +142.3% | +83.0% | +59.4% | +76.4% |
| YTD | +73.6% | +69.6% | +4.0% | +26.5% |
| 1Y | +33.7% | +144.9% | -111.2% | -23.0% |
| All | +365.7% | +599.7% | -234.0% | +70.4% |
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