+345.5%
SITM vs ABCL
-79.5%
+425.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.4% | +8.1% |
| 7D | +9.4% | +12.4% | -3.0% | +6.3% |
| 30D | -25.4% | -0.4% | -25.0% | -24.9% |
| 3M | -37.0% | +80.4% | -117.4% | -48.3% |
| 6M | -45.1% | +138.5% | -183.7% | -59.4% |
| YTD | +29.4% | +265.5% | -236.1% | -18.5% |
| 1Y | +39.8% | +219.7% | -179.9% | -8.2% |
| 3Y | +328.2% | +209.4% | +118.8% | +153.8% |
| 5Y | +87.4% | -15.0% | +102.4% | +51.0% |
| All | +345.5% | -79.5% | +425.0% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling