+236.3%
SITM vs ADVB
-88.8%
+325.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -2.2% |
| 7D | +8.4% | -14.0% | +22.3% | +8.2% |
| 30D | -17.4% | +41.0% | -58.4% | -17.0% |
| 3M | -9.8% | +127.9% | -137.8% | -9.5% |
| 6M | +83.0% | +101.3% | -18.4% | +84.2% |
| YTD | +69.6% | +53.8% | +15.8% | +70.9% |
| 1Y | +144.9% | +4.4% | +140.5% | +146.6% |
| All | +236.3% | -88.8% | +325.1% | +343.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling