+44.4%
SITM vs SBAC
+2.4%
+42.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.8% | -15.2% | -8.3% |
| 7D | -19.5% | +5.8% | -25.3% | -18.6% |
| 30D | -43.2% | +20.8% | -64.0% | -41.9% |
| 3M | -30.8% | +4.8% | -35.6% | -29.9% |
| 6M | -28.6% | -9.1% | -19.5% | -26.7% |
| YTD | +14.2% | +3.1% | +11.1% | +21.4% |
| 1Y | +44.4% | +2.2% | +42.2% | +52.9% |
| All | +44.4% | +2.4% | +42.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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