+72.1%
BP vs SITM
+4,532.8%
-4,460.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | +5.7% | +4.8% | +0.9% | +5.3% |
| 30D | +8.1% | -9.7% | +17.8% | +8.8% |
| 3M | +8.6% | -9.3% | +17.9% | +8.3% |
| 6M | +18.1% | +69.5% | -51.4% | +9.5% |
| YTD | +37.6% | +70.5% | -32.9% | +26.7% |
| 1Y | +39.4% | +145.3% | -105.9% | +22.3% |
| 3Y | +40.1% | +432.8% | -392.7% | +6.8% |
| 5Y | +141.3% | +174.0% | -32.7% | +84.0% |
| All | +72.1% | +4,532.8% | -4,460.7% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling