+71.5%
SITM vs SBAC
-39.6%
+111.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.9% |
| 7D | +6.6% | +0.6% | +6.0% | +6.4% |
| 30D | -15.3% | +5.5% | -20.8% | -17.0% |
| 3M | -35.4% | +3.1% | -38.5% | -36.4% |
| 6M | -46.8% | -7.0% | -39.8% | -46.3% |
| YTD | +25.9% | +0.5% | +25.4% | +22.6% |
| 1Y | +54.0% | +0.2% | +53.8% | +50.1% |
| 3Y | +315.6% | -7.4% | +322.9% | +285.0% |
| All | +71.5% | -39.6% | +111.1% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling