+4,789.7%
SITM vs BBWI
+58.3%
+4,731.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +3.1% |
| 7D | +3.9% | -4.8% | +8.7% | +5.7% |
| 30D | -6.6% | +3.5% | -10.1% | -8.6% |
| 3M | -11.9% | -0.3% | -11.6% | -13.9% |
| 6M | +81.1% | -5.4% | +86.5% | +79.0% |
| YTD | +80.0% | -4.7% | +84.7% | +75.6% |
| 1Y | +145.8% | -30.5% | +176.3% | +164.9% |
| 3Y | +475.9% | -44.3% | +520.2% | +561.2% |
| 5Y | +189.2% | -66.9% | +256.1% | +285.7% |
| All | +4,789.7% | +58.3% | +4,731.4% | +4,060.1% |
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