+3,519.6%
SITM vs ARMK
+80.6%
+3,439.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +32.5% | +7.1% | +25.4% | +28.6% |
| 30D | -18.8% | -1.6% | -17.2% | -17.4% |
| 3M | -30.9% | -10.5% | -20.3% | -26.3% |
| 6M | -44.5% | +11.8% | -56.2% | -47.4% |
| YTD | +33.2% | +47.3% | -14.0% | +8.9% |
| 1Y | +53.8% | +41.5% | +12.4% | +28.3% |
| 3Y | +335.7% | +95.3% | +240.4% | +206.7% |
| 5Y | +84.6% | +108.1% | -23.5% | +28.3% |
| All | +3,519.6% | +80.6% | +3,439.0% | +1,862.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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