-64.4%
BAX vs SITM
+3,319.5%
-3,384.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.6% |
| 7D | +0.1% | +6.6% | -6.5% | -0.3% |
| 30D | +4.1% | -15.3% | +19.4% | +4.8% |
| 3M | -4.5% | -35.4% | +30.8% | -2.7% |
| 6M | +49.2% | -46.8% | +96.0% | +52.9% |
| YTD | +35.2% | +25.9% | +9.4% | +29.8% |
| 1Y | +38.3% | +54.0% | -15.7% | +30.8% |
| 3Y | -19.0% | +315.6% | -334.6% | -30.2% |
| 5Y | -64.2% | +74.4% | -138.6% | -68.9% |
| All | -64.4% | +3,319.5% | -3,384.0% | -75.9% |
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 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