+483.8%
SITM vs ABCL
-81.2%
+565.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +8.4% | +1.4% | +6.9% | +7.9% |
| 30D | -17.4% | +65.1% | -82.5% | -30.5% |
| 3M | -9.8% | +111.1% | -120.9% | -30.1% |
| 6M | +83.0% | +231.6% | -148.6% | +21.9% |
| YTD | +69.6% | +234.5% | -164.9% | +9.5% |
| 1Y | +144.9% | +174.3% | -29.4% | +65.6% |
| 3Y | +429.9% | +111.5% | +318.4% | +251.0% |
| 5Y | +169.2% | -37.3% | +206.4% | +128.9% |
| All | +483.8% | -81.2% | +565.0% | +465.4% |
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