+84.6%
SITM vs ALC
-9.8%
+94.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | +32.5% | -6.2% | +38.7% | +36.9% |
| 30D | -18.8% | +14.0% | -32.8% | -26.4% |
| 3M | -30.9% | -2.4% | -28.5% | -31.5% |
| 6M | -44.5% | +12.6% | -57.1% | -51.7% |
| YTD | +33.2% | -8.4% | +41.6% | +33.0% |
| 1Y | +53.8% | -9.1% | +63.0% | +54.8% |
| 3Y | +335.7% | -0.3% | +336.0% | +269.5% |
| 5Y | +84.6% | -9.9% | +94.6% | +89.7% |
| All | +84.6% | -9.8% | +94.4% | +89.7% |
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