+54.0%
SITM vs ALLE
+15.3%
+38.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.7% |
| 7D | +6.6% | +3.6% | +3.1% | +5.9% |
| 30D | -15.3% | +25.9% | -41.2% | -20.5% |
| 3M | -35.4% | +15.8% | -51.1% | -37.3% |
| 6M | -46.8% | +48.1% | -94.9% | -55.4% |
| YTD | +25.9% | +22.0% | +3.9% | +20.7% |
| 1Y | +54.0% | +18.0% | +36.0% | +53.3% |
| All | +54.0% | +15.3% | +38.7% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling