+1,627.8%
BA vs SM
+1,289.1%
+338.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.8% |
| 7D | -0.1% | -25.1% | +25.1% | +4.2% |
| 30D | -9.1% | -15.6% | +6.5% | -7.1% |
| 3M | -28.2% | +2.7% | -30.9% | -29.1% |
| 6M | -23.1% | -3.8% | -19.3% | -24.2% |
| YTD | -20.6% | +61.8% | -82.4% | -28.9% |
| 1Y | -12.7% | +71.4% | -84.1% | -22.8% |
| 3Y | -11.6% | -20.7% | +9.1% | -13.5% |
| 5Y | -23.1% | -11.5% | -11.6% | -29.0% |
| 10Y | +34.4% | +10.2% | +24.1% | -13.6% |
| All | +1,627.8% | +1,289.1% | +338.7% | +719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling