+434.4%
SITM vs ALM
+2,150.5%
-1,716.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.9% |
| 7D | +3.7% | +3.6% | +0.1% | +3.1% |
| 30D | -14.5% | +33.8% | -48.3% | -18.2% |
| 3M | -10.6% | +14.8% | -25.3% | -13.0% |
| 6M | +65.5% | -7.0% | +72.5% | +63.3% |
| YTD | +67.0% | +108.1% | -41.0% | +52.0% |
| 1Y | +138.6% | +313.8% | -175.2% | +102.4% |
| All | +434.4% | +2,150.5% | -1,716.1% | +324.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling