+172.4%
SITM vs ALC
-17.4%
+189.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | +3.7% | -5.3% | +9.0% | +7.3% |
| 30D | -14.5% | -7.1% | -7.4% | -10.7% |
| 3M | -10.6% | +0.8% | -11.3% | -13.4% |
| 6M | +65.5% | -16.0% | +81.5% | +82.1% |
| YTD | +67.0% | -12.7% | +79.8% | +75.8% |
| 1Y | +138.6% | -12.8% | +151.4% | +150.3% |
| 3Y | +421.8% | -15.8% | +437.7% | +436.0% |
| 5Y | +172.4% | -16.7% | +189.1% | +198.0% |
| All | +172.4% | -17.4% | +189.9% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling