-11.0%
BA vs SMR
-49.5%
+38.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.2% | -15.7% | -0.6% |
| 7D | +1.1% | -9.6% | +10.7% | +1.6% |
| 30D | -7.9% | -33.8% | +25.8% | -5.6% |
| 3M | -25.3% | -46.4% | +21.0% | -22.6% |
| 6M | -24.6% | -62.4% | +37.8% | -20.4% |
| YTD | -20.1% | -64.1% | +44.0% | -16.3% |
| 1Y | -11.8% | -84.3% | +72.6% | -3.0% |
| 3Y | -10.1% | +55.8% | -66.0% | -25.5% |
| All | -11.0% | -49.5% | +38.4% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling