-53.5%
BA vs SITM
+3,319.5%
-3,373.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.9% |
| 7D | -1.1% | +6.6% | -7.7% | -2.3% |
| 30D | -7.1% | -15.3% | +8.2% | -5.5% |
| 3M | -25.5% | -35.4% | +9.8% | -21.3% |
| 6M | -28.7% | -46.8% | +18.1% | -23.6% |
| YTD | -21.0% | +25.9% | -46.9% | -29.9% |
| 1Y | -11.9% | +54.0% | -65.9% | -25.1% |
| 3Y | -16.2% | +315.6% | -331.7% | -46.9% |
| 5Y | -22.4% | +74.4% | -96.8% | -47.1% |
| All | -53.5% | +3,319.5% | -3,373.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling