-11.6%
BA vs SMR
-45.9%
+34.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.1% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | -9.5% | -24.4% | +15.0% | -8.0% |
| 3M | -26.5% | -44.6% | +18.1% | -24.0% |
| 6M | -27.4% | -56.7% | +29.3% | -24.1% |
| YTD | -20.6% | -61.6% | +41.0% | -17.2% |
| 1Y | -11.4% | -82.1% | +70.6% | -3.5% |
| 3Y | -10.8% | +161.5% | -172.4% | -29.8% |
| All | -11.6% | -45.9% | +34.3% | -15.7% |
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