+4,789.7%
SITM vs ALC
+17.5%
+4,772.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.1% |
| 7D | +3.9% | -6.3% | +10.2% | +8.7% |
| 30D | -6.6% | -10.3% | +3.7% | +0.5% |
| 3M | -11.9% | -0.7% | -11.1% | -14.1% |
| 6M | +81.1% | -17.8% | +99.0% | +101.4% |
| YTD | +80.0% | -15.8% | +95.8% | +93.7% |
| 1Y | +145.8% | -16.7% | +162.6% | +165.8% |
| 3Y | +475.9% | -19.7% | +495.6% | +516.6% |
| 5Y | +189.2% | -19.8% | +209.0% | +210.9% |
| All | +4,789.7% | +17.5% | +4,772.2% | +4,347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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