+26.6%
BA vs SAP
+222.2%
-195.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | 0.0% | +1.5% | -1.4% | -0.9% |
| 30D | -8.9% | +8.8% | -17.8% | -13.3% |
| 3M | -25.5% | +12.1% | -37.6% | -30.6% |
| 6M | -27.0% | +34.6% | -61.5% | -39.9% |
| YTD | -20.1% | -2.1% | -18.0% | -22.2% |
| 1Y | -11.0% | -5.5% | -5.5% | -11.4% |
| 3Y | -11.8% | +67.4% | -79.3% | -42.1% |
| 5Y | -20.6% | +74.6% | -95.2% | -50.7% |
| 10Y | +26.6% | +224.0% | -197.4% | -46.7% |
| All | +26.6% | +222.2% | -195.6% | -46.7% |
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