-10.6%
BA vs SAP
-5.6%
-5.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.7% |
| 7D | +5.9% | +1.3% | +4.6% | +5.7% |
| 30D | -8.2% | +15.5% | -23.7% | -9.5% |
| 3M | -25.4% | +22.8% | -48.2% | -27.0% |
| 6M | -20.0% | +42.5% | -62.5% | -22.7% |
| YTD | -18.5% | +0.5% | -19.0% | -16.4% |
| 1Y | -10.6% | -5.9% | -4.7% | -5.9% |
| All | -10.6% | -5.6% | -5.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling