+23.3%
BA vs SFM
+140.2%
-116.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | -1.1% | +6.0% | -7.1% | -1.9% |
| 30D | -7.1% | -19.5% | +12.3% | -5.1% |
| 3M | -25.5% | -37.0% | +11.5% | -21.4% |
| 6M | -28.7% | -41.0% | +12.3% | -24.3% |
| YTD | -21.0% | -34.6% | +13.6% | -17.8% |
| 1Y | -11.9% | -36.3% | +24.4% | -8.0% |
| 3Y | -16.2% | +24.5% | -40.7% | -19.9% |
| 5Y | -22.4% | +115.9% | -138.3% | -31.9% |
| All | +23.3% | +140.2% | -116.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling