+165.5%
SITM vs BB
+105.3%
+60.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +9.7% | -5.6% | +15.4% | +12.1% |
| 30D | +12.7% | -11.8% | +24.5% | +18.1% |
| 3M | -13.4% | -25.5% | +12.1% | -2.5% |
| 6M | +59.6% | +121.3% | -61.6% | +25.2% |
| YTD | +73.3% | +103.2% | -29.9% | +39.0% |
| 1Y | +165.5% | +102.6% | +62.9% | +126.4% |
| All | +165.5% | +105.3% | +60.2% | +126.4% |
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