-11.5%
BA vs SITM
+33.6%
-45.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.2% | -1.1% |
| 7D | -1.7% | +9.4% | -11.1% | -2.4% |
| 30D | -9.5% | -25.4% | +15.9% | -7.9% |
| 3M | -26.5% | -37.0% | +10.5% | -24.6% |
| 6M | -27.4% | -45.1% | +17.8% | -24.6% |
| YTD | -20.6% | +29.4% | -50.0% | -27.3% |
| All | -11.5% | +33.6% | -45.1% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling