-10.6%
BA vs SM
+72.9%
-83.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +1.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -7.9% | -17.3% | +9.4% | -10.3% |
| 3M | -25.2% | -3.6% | -21.6% | -24.5% |
| 6M | -26.7% | +2.9% | -29.6% | -24.4% |
| YTD | -19.6% | +70.2% | -89.8% | -15.4% |
| 1Y | -10.6% | +66.5% | -77.1% | -6.3% |
| All | -10.6% | +72.9% | -83.5% | -6.3% |
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