+22.6%
BAC vs SITM
+73.6%
-51.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.6% |
| 7D | +3.2% | +6.6% | -3.4% | +2.5% |
| 30D | -0.7% | -15.3% | +14.6% | +0.5% |
| 3M | -20.0% | -35.4% | +15.4% | -17.0% |
| 6M | +3.4% | -46.8% | +50.2% | +8.3% |
| YTD | -5.7% | +25.9% | -31.6% | -12.9% |
| 1Y | -1.4% | +54.0% | -55.4% | -11.5% |
| 3Y | +97.9% | +315.6% | -217.7% | +46.1% |
| All | +22.6% | +73.6% | -51.1% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling