+4,608.4%
SITM vs BAH
+12.1%
+4,596.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.0% | +6.8% |
| 7D | +9.7% | -3.2% | +13.0% | +10.4% |
| 30D | +12.7% | +2.0% | +10.7% | +12.1% |
| 3M | -13.4% | -7.6% | -5.8% | -12.2% |
| 6M | +59.6% | -5.7% | +65.3% | +59.6% |
| YTD | +73.3% | -11.7% | +85.0% | +73.3% |
| 1Y | +165.5% | -27.4% | +192.9% | +181.6% |
| 3Y | +368.7% | -32.5% | +401.2% | +379.9% |
| 5Y | +172.5% | -3.3% | +175.8% | +138.3% |
| All | +4,608.4% | +12.1% | +4,596.2% | +4,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling