+4,789.7%
SITM vs ALM
+1,293.6%
+3,496.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.5% | +12.1% | +6.3% |
| 7D | +3.9% | -11.8% | +15.7% | +5.1% |
| 30D | -6.6% | +7.8% | -14.4% | -7.7% |
| 3M | -11.9% | -9.3% | -2.6% | -11.6% |
| 6M | +81.1% | -30.5% | +111.6% | +84.8% |
| YTD | +80.0% | +75.8% | +4.2% | +68.9% |
| 1Y | +145.8% | +241.2% | -95.4% | +117.1% |
| 3Y | +475.9% | +1,872.6% | -1,396.7% | +331.7% |
| 5Y | +189.2% | +849.6% | -660.4% | +124.2% |
| All | +4,789.7% | +1,293.6% | +3,496.1% | +2,492.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling