-10.1%
BA vs SITM
+269.8%
-280.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +17.4% | -16.9% | -1.7% |
| 7D | +1.1% | -6.7% | +7.8% | +1.6% |
| 30D | -7.9% | -37.3% | +29.4% | -2.9% |
| 3M | -25.3% | -39.4% | +14.0% | -21.3% |
| 6M | -24.6% | -33.1% | +8.5% | -23.5% |
| YTD | -20.1% | +18.0% | -38.2% | -27.4% |
| 1Y | -11.8% | +22.7% | -34.4% | -20.7% |
| 3Y | -10.1% | +283.8% | -293.9% | -38.0% |
| All | -10.1% | +269.8% | -280.0% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling