-11.8%
BA vs SM
+84.5%
-96.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -0.9% |
| 7D | -0.6% | +10.6% | -11.1% | +1.0% |
| 30D | -8.0% | -15.0% | +7.0% | -10.1% |
| 3M | -25.8% | +1.7% | -27.5% | -24.5% |
| 6M | -27.6% | +5.9% | -33.4% | -24.9% |
| YTD | -21.0% | +79.0% | -100.0% | -16.1% |
| All | -11.8% | +84.5% | -96.3% | -5.7% |
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