+4,608.4%
SITM vs ALLY
+75.9%
+4,532.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.4% |
| 7D | +9.7% | +3.7% | +6.0% | +7.5% |
| 30D | +12.7% | -2.3% | +15.0% | +14.0% |
| 3M | -13.4% | +3.8% | -17.3% | -15.6% |
| 6M | +59.6% | +9.7% | +49.9% | +50.4% |
| YTD | +73.3% | -1.4% | +74.7% | +72.5% |
| 1Y | +165.5% | +8.2% | +157.3% | +149.4% |
| 3Y | +368.7% | +66.5% | +302.2% | +249.9% |
| 5Y | +172.5% | +1.2% | +171.3% | +154.1% |
| All | +4,608.4% | +75.9% | +4,532.5% | +3,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling