+4,608.4%
SITM vs SBAC
-13.0%
+4,621.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +7.0% |
| 7D | +9.7% | -0.8% | +10.5% | +10.0% |
| 30D | +12.7% | +6.9% | +5.8% | +9.6% |
| 3M | -13.4% | -8.2% | -5.2% | -11.2% |
| 6M | +59.6% | -1.6% | +61.3% | +56.7% |
| YTD | +73.3% | -0.1% | +73.4% | +67.9% |
| 1Y | +165.5% | -0.5% | +166.0% | +156.6% |
| 3Y | +368.7% | -9.1% | +377.8% | +338.3% |
| 5Y | +172.5% | -43.8% | +216.3% | +251.3% |
| All | +4,608.4% | -13.0% | +4,621.4% | +5,425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling