-8.0%
BA vs SM
+36.8%
-44.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.4% |
| 7D | +1.2% | -0.5% | +1.6% | +1.1% |
| 30D | -11.6% | +25.6% | -37.2% | -8.6% |
| 3M | -2.4% | +8.0% | -10.4% | -0.2% |
| 6M | -6.6% | +50.8% | -57.4% | -4.1% |
| YTD | -2.2% | +97.9% | -100.1% | -0.9% |
| 1Y | -8.0% | +33.8% | -41.8% | -3.3% |
| All | -8.0% | +36.8% | -44.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling