-4.6%
BA vs SFM
+108.0%
-112.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.4% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -11.6% | -4.4% | -7.3% | -11.1% |
| 3M | -2.4% | +1.5% | -3.9% | -3.0% |
| 6M | -6.6% | +6.5% | -13.1% | -8.4% |
| YTD | -2.2% | +2.2% | -4.4% | -3.6% |
| 1Y | -8.0% | -41.9% | +33.9% | +0.5% |
| All | -4.6% | +108.0% | -112.6% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling