-42.8%
BA vs SITM
+4,507.3%
-4,550.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +2.5% | +8.4% | -5.9% | +1.0% |
| 30D | -10.1% | -17.4% | +7.3% | -7.3% |
| 3M | -2.4% | -9.8% | +7.4% | -2.9% |
| 6M | -8.8% | +83.0% | -91.8% | -22.1% |
| YTD | -2.9% | +69.6% | -72.5% | -16.8% |
| 1Y | -8.8% | +144.9% | -153.7% | -28.5% |
| 3Y | -0.3% | +429.9% | -430.1% | -38.6% |
| 5Y | -0.3% | +169.2% | -169.5% | -36.8% |
| All | -42.8% | +4,507.3% | -4,550.2% | -81.8% |
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