+28.1%
BA vs SAP
+228.4%
-200.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.7% |
| 30D | -9.5% | +10.5% | -20.0% | -14.5% |
| 3M | -26.5% | +15.2% | -41.6% | -32.4% |
| 6M | -27.4% | +36.7% | -64.1% | -40.7% |
| YTD | -20.6% | -0.6% | -20.0% | -23.3% |
| 1Y | -11.4% | -4.1% | -7.3% | -12.5% |
| 3Y | -10.8% | +73.2% | -84.1% | -42.6% |
| 5Y | -21.9% | +74.1% | -96.0% | -51.2% |
| 10Y | +28.1% | +222.9% | -194.8% | -45.5% |
| All | +28.1% | +228.4% | -200.2% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling