+429.9%
SITM vs ALLY
+69.8%
+360.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.3% |
| 7D | +8.4% | +1.0% | +7.3% | +7.5% |
| 30D | -17.4% | -3.3% | -14.1% | -15.3% |
| 3M | -9.8% | +0.5% | -10.3% | -10.6% |
| 6M | +83.0% | +12.6% | +70.4% | +64.3% |
| YTD | +69.6% | -4.7% | +74.3% | +72.0% |
| 1Y | +144.9% | +5.2% | +139.7% | +127.7% |
| 3Y | +429.9% | +66.5% | +363.4% | +261.5% |
| All | +429.9% | +69.8% | +360.0% | +261.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling