-22.1%
BA vs SFM
+105.4%
-127.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.4% | +1.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | -7.9% | -24.8% | +16.8% | -5.0% |
| 3M | -25.3% | -43.7% | +18.4% | -19.7% |
| 6M | -24.6% | -37.3% | +12.7% | -20.5% |
| YTD | -20.1% | -38.4% | +18.2% | -16.0% |
| 1Y | -11.8% | -36.9% | +25.2% | -7.7% |
| 3Y | -10.1% | +20.7% | -30.8% | -12.6% |
| All | -22.1% | +105.4% | -127.5% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling