+3,319.5%
SITM vs BBWI
+82.3%
+3,237.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -15.3% | +12.9% | -28.2% | -19.9% |
| 3M | -35.4% | +16.0% | -51.4% | -40.3% |
| 6M | -46.8% | +16.6% | -63.4% | -51.7% |
| YTD | +25.9% | +9.7% | +16.1% | +14.8% |
| 1Y | +54.0% | +1.5% | +52.5% | +42.1% |
| 3Y | +315.6% | -21.4% | +336.9% | +314.4% |
| 5Y | +74.4% | -67.6% | +142.0% | +126.6% |
| All | +3,319.5% | +82.3% | +3,237.2% | +2,619.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling