+434.4%
SITM vs BAH
-31.4%
+465.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.7% | -1.3% | +5.0% | +3.7% |
| 30D | -14.5% | -6.6% | -7.9% | -14.4% |
| 3M | -10.6% | -7.2% | -3.4% | -9.6% |
| 6M | +65.5% | -10.0% | +75.5% | +67.4% |
| YTD | +67.0% | -12.5% | +79.5% | +67.5% |
| 1Y | +138.6% | -27.9% | +166.5% | +148.3% |
| All | +434.4% | -31.4% | +465.8% | +441.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling