-11.1%
BA vs SN
+490.7%
-501.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | +1.2% | -9.3% | +10.5% | +3.3% |
| 30D | -11.6% | -4.8% | -6.8% | -10.8% |
| 3M | -2.4% | +40.4% | -42.8% | -10.1% |
| 6M | -6.6% | +50.9% | -57.6% | -15.8% |
| YTD | -2.2% | +54.9% | -57.2% | -12.6% |
| 1Y | -8.0% | +43.0% | -51.0% | -16.6% |
| 3Y | -5.0% | +391.8% | -396.8% | -23.2% |
| All | -11.1% | +490.7% | -501.8% | -28.2% |
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