-64.5%
BAX vs SITM
+3,519.6%
-3,584.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +0.4% | +32.5% | -32.2% | -1.4% |
| 30D | +3.4% | -18.8% | +22.2% | +4.4% |
| 3M | -4.5% | -30.9% | +26.4% | -3.0% |
| 6M | +44.0% | -44.5% | +88.5% | +47.2% |
| YTD | +34.9% | +33.2% | +1.7% | +29.0% |
| 1Y | +37.9% | +53.8% | -15.9% | +30.5% |
| 3Y | -17.1% | +335.7% | -352.8% | -28.7% |
| 5Y | -64.3% | +84.6% | -148.9% | -69.1% |
| All | -64.5% | +3,519.6% | -3,584.1% | -76.1% |
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