+243.7%
SITM vs ADVB
-88.3%
+332.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.5% |
| 7D | +9.7% | -3.8% | +13.5% | +9.7% |
| 30D | +12.7% | +17.6% | -4.9% | +13.1% |
| 3M | -13.4% | +119.1% | -132.6% | -13.1% |
| 6M | +59.6% | +103.4% | -43.8% | +60.9% |
| YTD | +73.3% | +59.8% | +13.5% | +74.7% |
| 1Y | +165.5% | +8.5% | +157.0% | +167.5% |
| All | +243.7% | -88.3% | +332.0% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling