+165.5%
SITM vs SBAC
-3.2%
+168.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.5% |
| 7D | +9.7% | -0.8% | +10.5% | +9.7% |
| 30D | +12.7% | +6.9% | +5.8% | +13.1% |
| 3M | -13.4% | -8.2% | -5.2% | -13.1% |
| 6M | +59.6% | -1.6% | +61.3% | +62.1% |
| YTD | +73.3% | -0.1% | +73.4% | +79.0% |
| 1Y | +165.5% | -0.5% | +166.0% | +183.5% |
| All | +165.5% | -3.2% | +168.7% | +183.5% |
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