+26.6%
BA vs SFM
+138.5%
-111.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | 0.0% | -6.9% | +6.9% | +0.9% |
| 30D | -8.9% | -25.0% | +16.1% | -6.1% |
| 3M | -25.5% | -42.7% | +17.2% | -20.4% |
| 6M | -27.0% | -41.0% | +14.0% | -22.5% |
| YTD | -20.1% | -38.7% | +18.5% | -16.2% |
| 1Y | -11.0% | -38.1% | +27.1% | -6.8% |
| 3Y | -11.8% | +19.3% | -31.2% | -15.3% |
| 5Y | -20.6% | +103.1% | -123.8% | -29.9% |
| 10Y | +26.6% | +131.1% | -104.4% | +8.2% |
| All | +26.6% | +138.5% | -111.9% | +8.2% |
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