+138.6%
SITM vs ALLY
+4.3%
+134.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.0% |
| 7D | +3.7% | -1.9% | +5.6% | +4.6% |
| 30D | -14.5% | -4.5% | -10.0% | -12.8% |
| 3M | -10.6% | -2.8% | -7.7% | -9.9% |
| 6M | +65.5% | +10.3% | +55.2% | +55.2% |
| YTD | +67.0% | -5.7% | +72.7% | +66.1% |
| 1Y | +138.6% | +3.9% | +134.7% | +135.5% |
| All | +138.6% | +4.3% | +134.3% | +135.5% |
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