+696.7%
BA vs SAP
+2,542.1%
-1,845.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | -0.1% | +4.0% | -4.1% | -1.2% |
| 30D | -9.1% | +15.7% | -24.8% | -12.8% |
| 3M | -28.2% | +23.4% | -51.6% | -32.5% |
| 6M | -23.1% | +41.3% | -64.4% | -31.1% |
| YTD | -20.6% | +2.0% | -22.5% | -22.6% |
| 1Y | -12.7% | -5.1% | -7.6% | -13.3% |
| 3Y | -11.6% | +82.1% | -93.7% | -27.4% |
| 5Y | -23.1% | +77.2% | -100.3% | -36.8% |
| 10Y | +34.4% | +233.6% | -199.3% | -4.6% |
| All | +696.7% | +2,542.1% | -1,845.4% | +267.7% |
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 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