+44.4%
SITM vs ADVB
-76.7%
+121.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.8% | -9.3% |
| 7D | -19.5% | -29.5% | +10.0% | -19.6% |
| 30D | -43.2% | -66.9% | +23.7% | -43.9% |
| 3M | -30.8% | -73.7% | +42.9% | -31.8% |
| 6M | -28.6% | -64.8% | +36.2% | -28.4% |
| YTD | +14.2% | -64.0% | +78.2% | +14.7% |
| 1Y | +44.4% | -77.0% | +121.4% | +55.3% |
| All | +44.4% | -76.7% | +121.0% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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