-10.6%
BA vs SMR
-87.0%
+76.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.5% |
| 7D | +5.9% | -9.5% | +15.4% | +6.8% |
| 30D | -8.2% | -33.2% | +25.0% | -4.8% |
| 3M | -25.4% | -45.9% | +20.6% | -21.6% |
| 6M | -20.0% | -57.9% | +37.9% | -14.7% |
| YTD | -18.5% | -63.8% | +45.3% | -14.1% |
| 1Y | -10.6% | -85.6% | +75.0% | +4.3% |
| All | -10.6% | -87.0% | +76.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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