+63.6%
BP vs SITM
+4,608.4%
-4,544.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | 0.0% |
| 7D | +3.9% | +9.7% | -5.8% | +3.1% |
| 30D | +7.6% | +12.7% | -5.1% | +5.9% |
| 3M | +0.7% | -13.4% | +14.1% | +0.8% |
| 6M | +15.5% | +59.6% | -44.1% | +7.6% |
| YTD | +30.8% | +73.3% | -42.5% | +20.3% |
| 1Y | +34.3% | +165.5% | -131.2% | +16.8% |
| 3Y | +35.1% | +368.7% | -333.7% | +4.5% |
| 5Y | +126.8% | +172.5% | -45.7% | +73.2% |
| All | +63.6% | +4,608.4% | -4,544.7% | -27.6% |
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