-27.2%
ALB vs SITM
+420.7%
-447.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.1% |
| 7D | -4.4% | +8.4% | -12.8% | -6.4% |
| 30D | -1.2% | -17.4% | +16.2% | +2.8% |
| 3M | -13.3% | -9.8% | -3.5% | -13.3% |
| 6M | -19.8% | +83.0% | -102.7% | -34.1% |
| YTD | -7.9% | +69.6% | -77.5% | -24.1% |
| 1Y | +60.2% | +144.9% | -84.7% | +15.8% |
| All | -27.2% | +420.7% | -447.9% | -64.3% |
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 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