-1.8%
BA vs SITM
+395.0%
-396.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.1% |
| 7D | +1.2% | +9.7% | -8.6% | -0.2% |
| 30D | -11.6% | +12.7% | -24.3% | -13.9% |
| 3M | -2.4% | -13.4% | +11.0% | -2.1% |
| 6M | -6.6% | +59.6% | -66.2% | -16.6% |
| YTD | -2.2% | +73.3% | -75.5% | -14.6% |
| 1Y | -8.0% | +165.5% | -173.6% | -26.7% |
| All | -1.8% | +395.0% | -396.8% | -34.8% |
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 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