+3,415.8%
SITM vs ALLE
+75.3%
+3,340.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +7.5% |
| 7D | +9.4% | -0.6% | +10.0% | +9.9% |
| 30D | -25.4% | +26.6% | -52.0% | -39.3% |
| 3M | -37.0% | +13.2% | -50.2% | -44.0% |
| 6M | -45.1% | +42.9% | -88.0% | -60.8% |
| YTD | +29.4% | +21.0% | +8.4% | +6.0% |
| 1Y | +39.8% | +15.2% | +24.6% | +19.7% |
| 3Y | +328.2% | +95.6% | +232.6% | +133.2% |
| 5Y | +87.4% | +53.4% | +33.9% | +23.5% |
| All | +3,415.8% | +75.3% | +3,340.5% | +1,880.1% |
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