+89.7%
SITM vs ARMK
+106.1%
-16.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +7.0% |
| 7D | +17.2% | +2.8% | +14.4% | +15.5% |
| 30D | -17.1% | -1.8% | -15.3% | -14.9% |
| 3M | -29.2% | -10.9% | -18.3% | -21.6% |
| 6M | -47.6% | +21.2% | -68.8% | -55.9% |
| YTD | +33.8% | +47.0% | -13.2% | -6.0% |
| 1Y | +54.1% | +42.9% | +11.2% | +10.9% |
| 3Y | +337.6% | +95.0% | +242.6% | +117.6% |
| 5Y | +89.7% | +106.2% | -16.5% | -21.9% |
| All | +89.7% | +106.1% | -16.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling