+420.2%
SITM vs ALLE
+50.9%
+369.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +5.8% |
| 7D | +9.7% | -0.2% | +9.9% | +9.9% |
| 30D | +12.7% | -6.8% | +19.5% | +18.9% |
| 3M | -13.4% | +21.0% | -34.5% | -28.4% |
| 6M | +59.6% | +1.1% | +58.5% | +56.9% |
| YTD | +73.3% | -0.5% | +73.8% | +70.4% |
| 1Y | +165.5% | -7.3% | +172.8% | +180.9% |
| All | +420.2% | +50.9% | +369.3% | +206.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling