+54.0%
SITM vs SBAC
-2.9%
+56.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.2% |
| 7D | +6.6% | +0.6% | +6.0% | +6.8% |
| 30D | -15.3% | +5.5% | -20.8% | -14.3% |
| 3M | -35.4% | +3.1% | -38.5% | -34.5% |
| 6M | -46.8% | -7.0% | -39.8% | -45.8% |
| YTD | +25.9% | +0.5% | +25.4% | +35.0% |
| 1Y | +54.0% | +0.2% | +53.8% | +65.6% |
| All | +54.0% | -2.9% | +56.9% | +65.6% |
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