+23.4%
BA vs SAP
+236.1%
-212.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | -3.9% | +3.3% | +1.5% |
| 30D | -8.0% | +6.5% | -14.5% | -11.3% |
| 3M | -25.8% | +14.7% | -40.5% | -31.7% |
| 6M | -27.6% | +39.9% | -67.5% | -41.7% |
| YTD | -21.0% | -2.0% | -19.0% | -23.1% |
| 1Y | -12.3% | -6.0% | -6.2% | -12.4% |
| 3Y | -12.8% | +67.7% | -80.4% | -42.8% |
| 5Y | -22.4% | +78.8% | -101.1% | -52.6% |
| All | +23.4% | +236.1% | -212.7% | -49.4% |
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