+44.4%
SITM vs BBWI
+2.4%
+42.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.1% | -13.5% | -9.8% |
| 7D | -19.5% | +8.8% | -28.3% | -20.5% |
| 30D | -43.2% | +34.8% | -78.0% | -45.9% |
| 3M | -30.8% | +12.9% | -43.8% | -32.3% |
| 6M | -28.6% | +29.6% | -58.2% | -32.5% |
| YTD | +14.2% | +20.8% | -6.6% | +9.4% |
| 1Y | +44.4% | +4.1% | +40.3% | +40.4% |
| All | +44.4% | +2.4% | +42.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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