+71.5%
SITM vs BB
-17.6%
+89.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.3% |
| 7D | +6.6% | +1.8% | +4.8% | +5.9% |
| 30D | -15.3% | +8.1% | -23.5% | -18.7% |
| 3M | -35.4% | -1.0% | -34.4% | -35.5% |
| 6M | -46.8% | +45.9% | -92.7% | -57.9% |
| YTD | +25.9% | +134.8% | -109.0% | -23.9% |
| 1Y | +54.0% | +104.6% | -50.6% | -0.6% |
| 3Y | +315.6% | +152.8% | +162.7% | +107.8% |
| All | +71.5% | -17.6% | +89.1% | +113.4% |
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 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