-21.9%
BA vs SM
-13.5%
-8.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.2% |
| 7D | -1.7% | -22.3% | +20.6% | +1.8% |
| 30D | -9.5% | -21.4% | +11.9% | -6.5% |
| 3M | -26.5% | +1.4% | -27.8% | -27.3% |
| 6M | -27.4% | +0.1% | -27.5% | -29.1% |
| YTD | -20.6% | +59.0% | -79.6% | -30.9% |
| 1Y | -11.4% | +64.3% | -75.8% | -23.8% |
| 3Y | -10.8% | -13.1% | +2.3% | -16.1% |
| 5Y | -21.9% | -13.9% | -8.1% | -30.8% |
| All | -21.9% | -13.5% | -8.4% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling