-64.4%
BAX vs SITM
+4,608.4%
-4,672.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.6% |
| 7D | -1.1% | +9.7% | -10.9% | -1.7% |
| 30D | -5.5% | +12.7% | -18.2% | -6.6% |
| 3M | +33.5% | -13.4% | +47.0% | +33.5% |
| 6M | +35.9% | +59.6% | -23.8% | +29.5% |
| YTD | +35.4% | +73.3% | -37.9% | +28.1% |
| 1Y | +9.8% | +165.5% | -155.8% | +0.6% |
| 3Y | -32.7% | +368.7% | -401.4% | -42.3% |
| 5Y | -65.6% | +172.5% | -238.1% | -70.8% |
| All | -64.4% | +4,608.4% | -4,672.8% | -76.2% |
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 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