-4.6%
BA vs SAP
+62.3%
-66.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | -11.6% | +9.0% | -20.6% | -14.0% |
| 3M | -2.4% | +14.9% | -17.3% | -6.4% |
| 6M | -6.6% | +11.9% | -18.5% | -9.7% |
| YTD | -2.2% | -9.9% | +7.7% | +2.0% |
| 1Y | -8.0% | -19.5% | +11.5% | +0.8% |
| All | -4.6% | +62.3% | -66.9% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling