+44.4%
SITM vs BB
+88.0%
-43.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +7.0% | -16.3% | -12.0% |
| 7D | -19.5% | -6.8% | -12.7% | -17.4% |
| 30D | -43.2% | -3.5% | -39.7% | -42.5% |
| 3M | -30.8% | -1.2% | -29.6% | -30.7% |
| 6M | -28.6% | +57.0% | -85.6% | -34.8% |
| YTD | +14.2% | +131.1% | -117.0% | -8.9% |
| 1Y | +44.4% | +87.6% | -43.2% | +22.0% |
| All | +44.4% | +88.0% | -43.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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