+315.6%
SITM vs BB
+147.9%
+167.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.5% |
| 7D | +6.6% | +1.8% | +4.8% | +6.0% |
| 30D | -15.3% | +8.1% | -23.5% | -17.9% |
| 3M | -35.4% | -1.0% | -34.4% | -35.3% |
| 6M | -46.8% | +45.9% | -92.7% | -55.0% |
| YTD | +25.9% | +134.8% | -109.0% | -13.8% |
| 1Y | +54.0% | +104.6% | -50.6% | +11.1% |
| 3Y | +315.6% | +152.8% | +162.7% | +128.0% |
| All | +315.6% | +147.9% | +167.7% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling