+4,532.8%
SITM vs BWA
+91.5%
+4,441.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.6% |
| 7D | +4.8% | -0.1% | +4.9% | +5.0% |
| 30D | -9.7% | -5.5% | -4.2% | -5.5% |
| 3M | -9.3% | -7.6% | -1.7% | -3.5% |
| 6M | +69.5% | +25.0% | +44.5% | +46.1% |
| YTD | +70.5% | +47.0% | +23.6% | +27.3% |
| 1Y | +145.3% | +54.0% | +91.3% | +76.6% |
| 3Y | +432.8% | +70.7% | +362.1% | +247.7% |
| 5Y | +174.0% | +86.7% | +87.3% | +69.8% |
| All | +4,532.8% | +91.5% | +4,441.3% | +2,054.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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