+434.4%
SITM vs BWA
+67.1%
+367.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.4% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -14.5% | -5.6% | -9.0% | -10.4% |
| 3M | -10.6% | -10.7% | +0.1% | -2.4% |
| 6M | +65.5% | +23.2% | +42.4% | +44.1% |
| YTD | +67.0% | +46.0% | +21.0% | +23.5% |
| 1Y | +138.6% | +51.2% | +87.4% | +71.1% |
| All | +434.4% | +67.1% | +367.3% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling