+3,318.8%
SITM vs ALLE
+74.4%
+3,244.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.3% |
| 7D | -0.1% | +0.1% | -0.2% | 0.0% |
| 30D | -27.4% | +25.9% | -53.3% | -40.7% |
| 3M | -35.6% | +14.9% | -50.5% | -43.5% |
| 6M | -46.6% | +42.1% | -88.8% | -61.7% |
| YTD | +25.8% | +20.4% | +5.5% | +3.6% |
| 1Y | +38.2% | +14.9% | +23.4% | +18.6% |
| 3Y | +311.5% | +90.1% | +221.4% | +129.5% |
| 5Y | +94.6% | +53.0% | +41.6% | +28.7% |
| All | +3,318.8% | +74.4% | +3,244.5% | +1,833.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling