-10.6%
BA vs SN
+140.1%
-150.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | +3.5% | -4.9% | -2.1% |
| 30D | -7.9% | +19.4% | -27.3% | -11.3% |
| 3M | -25.2% | +20.9% | -46.1% | -28.2% |
| 6M | -26.7% | +111.1% | -137.8% | -38.2% |
| YTD | -19.6% | +102.8% | -122.4% | -32.0% |
| 1Y | -10.6% | +146.2% | -156.8% | -25.5% |
| All | -10.6% | +140.1% | -150.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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