+127.0%
BAC vs SITM
+4,608.4%
-4,481.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.8% |
| 7D | +1.1% | +9.7% | -8.6% | 0.0% |
| 30D | -0.4% | +12.7% | -13.1% | -2.5% |
| 3M | +16.9% | -13.4% | +30.3% | +17.0% |
| 6M | +26.6% | +59.6% | -33.0% | +15.4% |
| YTD | +15.8% | +73.3% | -57.5% | +3.7% |
| 1Y | +27.2% | +165.5% | -138.4% | +6.4% |
| 3Y | +132.4% | +368.7% | -236.3% | +69.3% |
| 5Y | +72.6% | +172.5% | -99.9% | +24.3% |
| All | +127.0% | +4,608.4% | -4,481.4% | -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 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