-46.8%
SITM vs BAH
+16.8%
-63.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.7% |
| 7D | +6.6% | +1.7% | +4.9% | +7.7% |
| 30D | -15.3% | +20.8% | -36.1% | -6.0% |
| 3M | -35.4% | +11.6% | -46.9% | -30.1% |
| 6M | -46.8% | +23.1% | -69.9% | -37.6% |
| All | -46.8% | +16.8% | -63.6% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling