+42.2%
SITM vs ABCL
+199.8%
-157.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.4% | +8.5% |
| 7D | +9.4% | +12.4% | -3.0% | +7.2% |
| 30D | -25.4% | -0.4% | -25.0% | -25.1% |
| 3M | -37.0% | +80.4% | -117.4% | -42.9% |
| 6M | -45.1% | +138.5% | -183.7% | -53.3% |
| YTD | +29.4% | +265.5% | -236.1% | -0.8% |
| All | +42.2% | +199.8% | -157.6% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling