-23.1%
BA vs SAP
+77.5%
-100.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.1% |
| 7D | -0.1% | +4.0% | -4.1% | -1.7% |
| 30D | -9.1% | +15.7% | -24.8% | -14.4% |
| 3M | -28.2% | +23.4% | -51.6% | -34.3% |
| 6M | -23.1% | +41.3% | -64.4% | -34.4% |
| YTD | -20.6% | +2.0% | -22.5% | -21.7% |
| 1Y | -12.7% | -5.1% | -7.6% | -10.7% |
| 3Y | -11.6% | +82.1% | -93.7% | -39.5% |
| 5Y | -23.1% | +77.2% | -100.3% | -51.0% |
| All | -23.1% | +77.5% | -100.6% | -51.0% |
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