+44.4%
SITM vs ALLY
+4.2%
+40.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.8% | -13.2% | -10.7% |
| 7D | -19.5% | +2.4% | -21.9% | -20.3% |
| 30D | -43.2% | +5.6% | -48.8% | -44.5% |
| 3M | -30.8% | -11.7% | -19.1% | -27.3% |
| 6M | -28.6% | -7.0% | -21.5% | -27.1% |
| YTD | +14.2% | -10.4% | +24.6% | +13.8% |
| 1Y | +44.4% | +2.4% | +42.0% | +39.2% |
| All | +44.4% | +4.2% | +40.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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