+111.7%
ALB vs SITM
+4,608.4%
-4,496.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -11.0% | -6.0% |
| 7D | -8.1% | +9.7% | -17.8% | -10.2% |
| 30D | +6.3% | +12.7% | -6.4% | +2.0% |
| 3M | -23.6% | -13.4% | -10.2% | -22.9% |
| 6M | -24.6% | +59.6% | -84.2% | -35.5% |
| YTD | -10.3% | +73.3% | -83.6% | -25.8% |
| 1Y | +61.5% | +165.5% | -104.1% | +17.5% |
| 3Y | -34.0% | +368.7% | -402.7% | -62.1% |
| 5Y | -44.6% | +172.5% | -217.1% | -67.3% |
| All | +111.7% | +4,608.4% | -4,496.7% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling