+333.3%
SITM vs ABCL
-81.2%
+414.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.2% |
| 7D | +6.6% | -3.3% | +9.9% | +7.6% |
| 30D | -15.3% | -7.1% | -8.2% | -13.1% |
| 3M | -35.4% | +4.7% | -40.1% | -36.6% |
| 6M | -46.8% | +140.9% | -187.7% | -60.8% |
| YTD | +25.9% | +236.0% | -210.1% | -18.8% |
| 1Y | +54.0% | +217.4% | -163.4% | +1.1% |
| 3Y | +315.6% | +188.7% | +126.9% | +150.9% |
| 5Y | +74.4% | -23.5% | +97.9% | +44.4% |
| All | +333.3% | -81.2% | +414.4% | +319.2% |
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