-67.1%
BAX vs SITM
+164.5%
-231.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -5.1% | +3.7% | -8.8% | -5.3% |
| 30D | -12.2% | -14.5% | +2.3% | -11.4% |
| 3M | +21.8% | -10.6% | +32.4% | +21.5% |
| 6M | +36.3% | +65.5% | -29.2% | +29.1% |
| YTD | +27.8% | +67.0% | -39.2% | +20.6% |
| 1Y | -0.1% | +138.6% | -138.7% | -8.4% |
| 3Y | -33.3% | +421.8% | -455.1% | -43.7% |
| 5Y | -67.1% | +172.4% | -239.5% | -72.2% |
| All | -67.1% | +164.5% | -231.6% | -72.2% |
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