+174.0%
SITM vs BB
-29.9%
+203.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.5% |
| 7D | +4.8% | -2.1% | +6.9% | +5.9% |
| 30D | -9.7% | -16.0% | +6.3% | -1.8% |
| 3M | -9.3% | -14.5% | +5.2% | -3.3% |
| 6M | +69.5% | +118.6% | -49.0% | +7.8% |
| YTD | +70.5% | +98.9% | -28.4% | +13.2% |
| 1Y | +145.3% | +99.5% | +45.8% | +59.7% |
| 3Y | +432.8% | +65.4% | +367.4% | +235.8% |
| 5Y | +174.0% | -27.6% | +201.7% | +188.5% |
| All | +174.0% | -29.9% | +203.9% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling