+3,535.1%
SITM vs ALLY
+55.4%
+3,479.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.4% |
| 7D | +17.2% | -2.8% | +20.0% | +19.1% |
| 30D | -17.1% | +1.9% | -19.0% | -18.4% |
| 3M | -29.2% | -12.1% | -17.0% | -24.0% |
| 6M | -47.6% | -9.0% | -38.6% | -45.2% |
| YTD | +33.8% | -12.9% | +46.7% | +42.4% |
| 1Y | +54.1% | -0.1% | +54.2% | +51.8% |
| 3Y | +337.6% | +64.6% | +273.0% | +229.4% |
| 5Y | +89.7% | -10.1% | +99.8% | +89.3% |
| All | +3,535.1% | +55.4% | +3,479.7% | +2,503.7% |
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