+126.5%
BAC vs SITM
+4,532.8%
-4,406.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -0.3% | +4.8% | -5.1% | -0.8% |
| 30D | -1.8% | -9.7% | +8.0% | -0.8% |
| 3M | +15.3% | -9.3% | +24.6% | +14.9% |
| 6M | +30.2% | +69.5% | -39.3% | +17.9% |
| YTD | +15.6% | +70.5% | -55.0% | +3.7% |
| 1Y | +27.5% | +145.3% | -117.8% | +7.8% |
| 3Y | +137.0% | +432.8% | -295.8% | +69.7% |
| 5Y | +75.6% | +174.0% | -98.4% | +26.3% |
| All | +126.5% | +4,532.8% | -4,406.3% | -5.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling