-23.1%
BA vs SN
+85.6%
-108.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | -0.1% | +3.8% | -3.9% | -0.7% |
| 30D | -9.1% | +17.5% | -26.7% | -11.3% |
| 3M | -28.2% | +19.2% | -47.4% | -30.0% |
| 6M | -23.1% | +84.9% | -108.1% | -29.0% |
| All | -23.1% | +85.6% | -108.7% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling