+1.3%
BBY vs SITM
+187.3%
-186.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.5% | +2.4% |
| 7D | +0.6% | +3.9% | -3.3% | +0.1% |
| 30D | +9.4% | -6.6% | +16.0% | +10.0% |
| 3M | +19.3% | -11.9% | +31.2% | +19.4% |
| 6M | +47.9% | +81.1% | -33.2% | +30.2% |
| YTD | +39.6% | +80.0% | -40.4% | +21.4% |
| 1Y | +22.2% | +145.8% | -123.7% | -0.7% |
| 3Y | +45.0% | +475.9% | -430.9% | -5.9% |
| All | +1.3% | +187.3% | -186.0% | -33.3% |
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