-42.4%
BA vs SITM
+4,608.4%
-4,650.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.3% |
| 7D | +1.2% | +9.7% | -8.6% | -0.5% |
| 30D | -11.6% | +12.7% | -24.3% | -14.6% |
| 3M | -2.4% | -13.4% | +11.0% | -2.3% |
| 6M | -6.6% | +59.6% | -66.2% | -18.2% |
| YTD | -2.2% | +73.3% | -75.5% | -16.6% |
| 1Y | -8.0% | +165.5% | -173.6% | -29.1% |
| 3Y | -5.0% | +368.7% | -373.7% | -40.0% |
| 5Y | -2.7% | +172.5% | -175.2% | -38.5% |
| All | -42.4% | +4,608.4% | -4,650.8% | -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 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