+172.4%
SITM vs BWA
+89.5%
+83.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -14.5% | -5.6% | -9.0% | -9.8% |
| 3M | -10.6% | -10.7% | +0.1% | -1.1% |
| 6M | +65.5% | +23.2% | +42.4% | +39.6% |
| YTD | +67.0% | +46.0% | +21.0% | +16.2% |
| 1Y | +138.6% | +51.2% | +87.4% | +60.2% |
| 3Y | +421.8% | +69.6% | +352.3% | +202.2% |
| 5Y | +172.4% | +86.6% | +85.8% | +38.8% |
| All | +172.4% | +89.5% | +83.0% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling