+880.3%
BA vs SAP
+2,233.8%
-1,353.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -2.4% | +14.9% | -17.3% | -6.9% |
| 6M | -6.6% | +11.9% | -18.5% | -10.8% |
| YTD | -2.2% | -9.9% | +7.7% | -1.3% |
| 1Y | -8.0% | -19.5% | +11.5% | -4.2% |
| 3Y | -5.0% | +61.8% | -66.8% | -19.3% |
| 5Y | -2.7% | +56.2% | -58.9% | -17.1% |
| 10Y | +75.9% | +180.6% | -104.7% | +30.9% |
| All | +880.3% | +2,233.8% | -1,353.5% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling