-22.4%
BA vs SFM
+112.8%
-135.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | -8.0% | -19.2% | +11.2% | -6.0% |
| 3M | -25.8% | -40.3% | +14.5% | -20.9% |
| 6M | -27.6% | -40.9% | +13.3% | -22.9% |
| YTD | -21.0% | -35.5% | +14.5% | -17.4% |
| 1Y | -12.3% | -37.4% | +25.2% | -7.9% |
| 3Y | -12.8% | +25.5% | -38.2% | -15.6% |
| 5Y | -22.4% | +113.0% | -135.4% | -25.5% |
| All | -22.4% | +112.8% | -135.1% | -25.5% |
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