+6.7%
BDX vs SITM
+4,437.5%
-4,430.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -3.6% | +3.7% | -7.3% | -3.7% |
| 30D | +0.7% | -14.5% | +15.2% | +1.2% |
| 3M | +19.0% | -10.6% | +29.5% | +18.8% |
| 6M | +10.8% | +65.5% | -54.8% | +7.3% |
| YTD | +20.1% | +67.0% | -46.9% | +16.1% |
| 1Y | +23.1% | +138.6% | -115.5% | +16.8% |
| 3Y | -8.8% | +421.8% | -430.6% | -18.2% |
| 5Y | -1.4% | +172.4% | -173.9% | -12.5% |
| All | +6.7% | +4,437.5% | -4,430.8% | -28.1% |
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