+4,437.5%
SITM vs ALLE
+39.1%
+4,398.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | +0.7% |
| 7D | +3.7% | -2.2% | +5.9% | +5.6% |
| 30D | -14.5% | -8.3% | -6.2% | -8.5% |
| 3M | -10.6% | +16.3% | -26.8% | -23.1% |
| 6M | +65.5% | +1.8% | +63.7% | +59.5% |
| YTD | +67.0% | -3.9% | +71.0% | +67.9% |
| 1Y | +138.6% | -10.0% | +148.6% | +154.6% |
| 3Y | +421.8% | +45.8% | +376.0% | +267.3% |
| 5Y | +172.4% | +13.3% | +159.2% | +129.6% |
| All | +4,437.5% | +39.1% | +4,398.3% | +3,035.1% |
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