-25.9%
BA vs SN
+647.0%
-672.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.2% |
| 7D | +5.9% | +10.6% | -4.7% | +3.5% |
| 30D | -8.2% | +20.0% | -28.2% | -11.9% |
| 3M | -25.4% | +30.4% | -55.7% | -30.0% |
| 6M | -20.0% | +91.0% | -111.0% | -31.5% |
| YTD | -18.5% | +95.9% | -114.4% | -31.0% |
| 1Y | -10.6% | +158.9% | -169.5% | -29.2% |
| 3Y | -9.3% | +391.8% | -401.1% | -30.5% |
| All | -25.9% | +647.0% | -672.9% | -43.3% |
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