-63.4%
ALB vs SITM
+73.6%
-137.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | 0.0% |
| 7D | -5.8% | +6.6% | -12.4% | -7.4% |
| 30D | -4.5% | -15.3% | +10.8% | -1.8% |
| 3M | -28.1% | -35.4% | +7.3% | -21.9% |
| 6M | -53.2% | -46.8% | -6.4% | -47.6% |
| YTD | -33.3% | +25.9% | -59.2% | -43.0% |
| 1Y | -17.4% | +54.0% | -71.4% | -33.8% |
| 3Y | -14.1% | +315.6% | -329.7% | -55.9% |
| All | -63.4% | +73.6% | -137.0% | -79.0% |
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