-22.1%
BA vs SAP
+70.5%
-92.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +2.2% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -7.9% | +11.1% | -19.0% | -11.9% |
| 3M | -25.3% | +17.0% | -42.4% | -30.3% |
| 6M | -24.6% | +34.8% | -59.4% | -34.5% |
| YTD | -20.1% | -2.2% | -17.9% | -20.1% |
| 1Y | -11.8% | -6.4% | -5.3% | -9.6% |
| 3Y | -10.1% | +75.1% | -85.3% | -37.6% |
| All | -22.1% | +70.5% | -92.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling