+53.8%
SITM vs ABCL
+189.1%
-135.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +0.2% |
| 7D | +32.5% | +4.4% | +28.1% | +31.5% |
| 30D | -18.8% | -7.9% | -11.0% | -17.3% |
| 3M | -30.9% | +12.2% | -43.1% | -31.9% |
| 6M | -44.5% | +134.7% | -179.2% | -52.3% |
| YTD | +33.2% | +239.8% | -206.5% | +4.1% |
| 1Y | +53.8% | +192.7% | -138.8% | +33.7% |
| All | +53.8% | +189.1% | -135.2% | +33.7% |
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