+136.4%
BAC vs SITM
+409.8%
-273.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.3% |
| 7D | +1.2% | +8.4% | -7.2% | +0.4% |
| 30D | -0.7% | -17.4% | +16.7% | +0.8% |
| 3M | +16.9% | -9.8% | +26.8% | +16.7% |
| 6M | +29.6% | +83.0% | -53.4% | +17.3% |
| YTD | +15.3% | +69.6% | -54.3% | +4.5% |
| 1Y | +28.8% | +144.9% | -116.1% | +10.2% |
| 3Y | +136.4% | +429.9% | -293.5% | +70.9% |
| All | +136.4% | +409.8% | -273.4% | +70.9% |
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