-16.1%
BA vs SMR
+132.9%
-149.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.3% |
| 7D | -0.6% | +10.3% | -10.8% | -1.2% |
| 30D | -8.0% | -25.7% | +17.7% | -6.7% |
| 3M | -25.8% | -49.7% | +23.9% | -23.3% |
| 6M | -27.6% | -59.8% | +32.3% | -24.5% |
| YTD | -21.0% | -66.0% | +45.0% | -17.6% |
| 1Y | -12.3% | -81.4% | +69.2% | -6.0% |
| All | -16.1% | +132.9% | -149.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling