-44.5%
SITM vs ALC
+14.9%
-59.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -1.6% |
| 7D | +32.5% | -6.2% | +38.7% | +22.0% |
| 30D | -18.8% | +14.0% | -32.8% | -1.8% |
| 3M | -30.9% | -2.4% | -28.5% | -29.1% |
| 6M | -44.5% | +12.6% | -57.1% | -34.2% |
| All | -44.5% | +14.9% | -59.3% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling