-12.0%
BA vs SMR
-53.6%
+41.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | -1.1% | -8.3% | +7.2% | -0.6% |
| 30D | -7.1% | -20.1% | +12.9% | -6.0% |
| 3M | -25.5% | -52.7% | +27.1% | -22.2% |
| 6M | -28.7% | -61.0% | +32.3% | -25.0% |
| YTD | -21.0% | -67.1% | +46.1% | -16.8% |
| 1Y | -11.9% | -79.9% | +68.0% | -4.6% |
| 3Y | -16.2% | +101.7% | -117.9% | -32.4% |
| All | -12.0% | -53.6% | +41.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling