+3,319.5%
SITM vs BAH
+33.7%
+3,285.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.5% |
| 7D | +6.6% | +1.7% | +4.9% | +6.4% |
| 30D | -15.3% | +20.8% | -36.1% | -18.4% |
| 3M | -35.4% | +11.6% | -46.9% | -37.1% |
| 6M | -46.8% | +23.1% | -69.9% | -49.7% |
| YTD | +25.9% | +5.3% | +20.6% | +21.2% |
| 1Y | +54.0% | +6.1% | +47.9% | +47.7% |
| 3Y | +315.6% | -27.5% | +343.1% | +328.3% |
| 5Y | +74.4% | +6.2% | +68.2% | +51.1% |
| All | +3,319.5% | +33.7% | +3,285.8% | +2,841.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling