+3,535.1%
SITM vs ALLE
+75.8%
+3,459.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +5.7% |
| 7D | +17.2% | -0.8% | +18.0% | +18.3% |
| 30D | -17.1% | +27.4% | -44.5% | -32.9% |
| 3M | -29.2% | +13.8% | -43.0% | -37.4% |
| 6M | -47.6% | +45.5% | -93.1% | -63.1% |
| YTD | +33.8% | +21.4% | +12.4% | +9.4% |
| 1Y | +54.1% | +15.4% | +38.7% | +31.9% |
| 3Y | +337.6% | +91.7% | +245.9% | +142.5% |
| 5Y | +89.7% | +54.5% | +35.2% | +24.5% |
| All | +3,535.1% | +75.8% | +3,459.3% | +1,943.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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