+434.4%
SITM vs SBAC
-8.7%
+443.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | -14.5% | +3.9% | -18.4% | -14.4% |
| 3M | -10.6% | -8.2% | -2.4% | -10.4% |
| 6M | +65.5% | -2.8% | +68.3% | +66.4% |
| YTD | +67.0% | -1.5% | +68.6% | +68.2% |
| 1Y | +138.6% | 0.0% | +138.6% | +140.5% |
| All | +434.4% | -8.7% | +443.1% | +416.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling