+141.1%
BP vs SITM
+164.5%
-23.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | +4.0% | +3.7% | +0.3% | +3.7% |
| 30D | +7.8% | -14.5% | +22.3% | +8.8% |
| 3M | +8.4% | -10.6% | +18.9% | +8.2% |
| 6M | +15.1% | +65.5% | -50.5% | +8.6% |
| YTD | +36.4% | +67.0% | -30.6% | +27.9% |
| 1Y | +40.9% | +138.6% | -97.7% | +26.9% |
| 3Y | +38.8% | +421.8% | -383.0% | +11.2% |
| 5Y | +141.1% | +172.4% | -31.3% | +93.3% |
| All | +141.1% | +164.5% | -23.4% | +93.3% |
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