+311.5%
SITM vs ALLY
+60.4%
+251.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.5% | -1.2% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -27.4% | +1.1% | -28.6% | -28.6% |
| 3M | -35.6% | -13.2% | -22.4% | -28.9% |
| 6M | -46.6% | -13.5% | -33.2% | -41.6% |
| YTD | +25.8% | -14.3% | +40.1% | +37.1% |
| 1Y | +38.2% | -1.1% | +39.4% | +34.4% |
| 3Y | +311.5% | +62.0% | +249.5% | +194.3% |
| All | +311.5% | +60.4% | +251.2% | +194.3% |
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