-45.1%
ALB vs SITM
+164.5%
-209.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -8.6% | +3.7% | -12.3% | -9.6% |
| 30D | -4.0% | -14.5% | +10.5% | -0.7% |
| 3M | -17.4% | -10.6% | -6.8% | -17.2% |
| 6M | -25.4% | +65.5% | -90.9% | -38.1% |
| YTD | -10.5% | +67.0% | -77.5% | -27.3% |
| 1Y | +75.8% | +138.6% | -62.8% | +25.6% |
| 3Y | -28.5% | +421.8% | -450.3% | -64.5% |
| 5Y | -45.1% | +172.4% | -217.5% | -72.0% |
| All | -45.1% | +164.5% | -209.6% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling