+145.3%
SITM vs ALM
+279.2%
-133.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.7% | +4.4% |
| 7D | +4.8% | -7.1% | +12.0% | +6.3% |
| 30D | -9.7% | +24.7% | -34.4% | -15.1% |
| 3M | -9.3% | +8.3% | -17.6% | -12.5% |
| 6M | +69.5% | -22.2% | +91.7% | +69.8% |
| YTD | +70.5% | +88.1% | -17.6% | +48.2% |
| 1Y | +145.3% | +272.4% | -127.1% | +51.6% |
| All | +145.3% | +279.2% | -133.9% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling