-53.0%
BA vs SITM
+3,107.0%
-3,160.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +17.4% | -16.9% | -2.5% |
| 7D | +1.1% | -6.7% | +7.8% | +1.7% |
| 30D | -7.9% | -37.3% | +29.4% | -1.3% |
| 3M | -25.3% | -39.4% | +14.0% | -20.1% |
| 6M | -24.6% | -33.1% | +8.5% | -23.2% |
| YTD | -20.1% | +18.0% | -38.2% | -28.3% |
| 1Y | -11.8% | +22.7% | -34.4% | -21.7% |
| 3Y | -10.1% | +283.8% | -293.9% | -42.2% |
| 5Y | -22.7% | +45.0% | -67.8% | -45.7% |
| All | -53.0% | +3,107.0% | -3,160.0% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling