+145.8%
SITM vs BB
+104.0%
+41.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.9% |
| 7D | +3.9% | -0.4% | +4.2% | +4.0% |
| 30D | -6.6% | -12.5% | +6.0% | -1.9% |
| 3M | -11.9% | -17.4% | +5.6% | -3.9% |
| 6M | +81.1% | +119.1% | -38.0% | +42.4% |
| YTD | +80.0% | +102.4% | -22.4% | +44.6% |
| 1Y | +145.8% | +98.2% | +47.6% | +107.5% |
| All | +145.8% | +104.0% | +41.8% | +107.5% |
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