+4,608.4%
SITM vs ALC
+25.5%
+4,582.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +8.1% |
| 7D | +9.7% | -2.1% | +11.8% | +11.3% |
| 30D | +12.7% | -0.1% | +12.8% | +11.8% |
| 3M | -13.4% | +5.9% | -19.3% | -19.5% |
| 6M | +59.6% | -15.9% | +75.5% | +76.0% |
| YTD | +73.3% | -10.1% | +83.4% | +78.1% |
| 1Y | +165.5% | -10.2% | +175.8% | +172.0% |
| 3Y | +368.7% | -13.6% | +382.3% | +374.7% |
| 5Y | +172.5% | -15.1% | +187.6% | +181.9% |
| All | +4,608.4% | +25.5% | +4,582.9% | +3,990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling