+172.1%
SITM vs ALLE
+13.7%
+158.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +5.6% |
| 7D | +9.7% | -0.2% | +9.9% | +10.0% |
| 30D | +12.7% | -6.8% | +19.5% | +20.2% |
| 3M | -13.4% | +21.0% | -34.5% | -30.6% |
| 6M | +59.6% | +1.1% | +58.5% | +54.6% |
| YTD | +73.3% | -0.5% | +73.8% | +68.3% |
| 1Y | +165.5% | -7.3% | +172.8% | +178.6% |
| 3Y | +368.7% | +42.3% | +326.5% | +200.5% |
| All | +172.1% | +13.7% | +158.4% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling