+56.2%
BBY vs SITM
+4,437.5%
-4,381.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | +1.2% | +3.7% | -2.5% | +0.7% |
| 30D | +6.8% | -14.5% | +21.3% | +8.8% |
| 3M | +18.7% | -10.6% | +29.3% | +18.3% |
| 6M | +37.3% | +65.5% | -28.2% | +21.8% |
| YTD | +35.3% | +67.0% | -31.7% | +18.4% |
| 1Y | +20.7% | +138.6% | -117.9% | -2.0% |
| 3Y | +39.4% | +421.8% | -382.4% | -7.9% |
| 5Y | -1.5% | +172.4% | -173.9% | -34.3% |
| All | +56.2% | +4,437.5% | -4,381.3% | -33.1% |
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