-27.8%
BA vs SN
+639.7%
-667.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.3% |
| 7D | -0.1% | +3.8% | -3.9% | -0.9% |
| 30D | -9.1% | +17.5% | -26.7% | -12.4% |
| 3M | -28.2% | +19.2% | -47.4% | -31.2% |
| 6M | -23.1% | +84.9% | -108.1% | -33.7% |
| YTD | -20.6% | +94.0% | -114.6% | -32.6% |
| 1Y | -12.7% | +151.3% | -164.0% | -30.4% |
| 3Y | -11.6% | +387.1% | -398.6% | -32.1% |
| All | -27.8% | +639.7% | -667.5% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling