+174.0%
SITM vs SBAC
-45.4%
+219.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +5.0% | +3.0% |
| 7D | +4.8% | -5.3% | +10.1% | +6.5% |
| 30D | -9.7% | +0.4% | -10.1% | -10.0% |
| 3M | -9.3% | -11.9% | +2.6% | -6.2% |
| 6M | +69.5% | -4.5% | +74.0% | +69.2% |
| YTD | +70.5% | -4.3% | +74.9% | +69.4% |
| 1Y | +145.3% | -3.9% | +149.1% | +142.6% |
| 3Y | +432.8% | -11.0% | +443.8% | +400.6% |
| 5Y | +174.0% | -44.1% | +218.1% | +269.3% |
| All | +174.0% | -45.4% | +219.4% | +269.3% |
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