+165.5%
SITM vs BAH
-28.2%
+193.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.0% | +6.2% |
| 7D | +9.7% | -3.2% | +13.0% | +9.0% |
| 30D | +12.7% | +2.0% | +10.7% | +13.1% |
| 3M | -13.4% | -7.6% | -5.8% | -12.7% |
| 6M | +59.6% | -5.7% | +65.3% | +61.9% |
| YTD | +73.3% | -11.7% | +85.0% | +72.7% |
| 1Y | +165.5% | -27.4% | +192.9% | +171.6% |
| All | +165.5% | -28.2% | +193.8% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling