-23.1%
BA vs SFM
-35.8%
+12.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -2.3% |
| 7D | -0.1% | +7.5% | -7.6% | -0.2% |
| 30D | -9.1% | -20.8% | +11.7% | -8.4% |
| 3M | -28.2% | -39.4% | +11.2% | -25.0% |
| 6M | -23.1% | -34.5% | +11.4% | -20.9% |
| All | -23.1% | -35.8% | +12.6% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling