+2,025.9%
BA vs SM
+1,608.3%
+417.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.6% | +26.3% | -37.9% | -15.1% |
| 3M | -2.4% | +8.7% | -11.1% | -4.7% |
| 6M | -6.6% | +51.7% | -58.3% | -14.6% |
| YTD | -2.2% | +99.0% | -101.3% | -14.8% |
| 1Y | -8.0% | +34.6% | -42.6% | -15.0% |
| 3Y | -5.0% | -7.8% | +2.8% | -9.0% |
| 5Y | -2.7% | +104.8% | -107.5% | -21.2% |
| 10Y | +75.9% | +7.2% | +68.6% | +13.0% |
| All | +2,025.9% | +1,608.3% | +417.6% | +880.7% |
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 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