+25.9%
BA vs SO
+194.6%
-168.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -8.9% | +8.7% | -17.6% | -12.6% |
| 3M | -25.5% | +3.4% | -28.9% | -26.9% |
| 6M | -27.0% | +3.7% | -30.7% | -28.7% |
| YTD | -20.1% | +10.0% | -30.2% | -24.7% |
| 1Y | -11.0% | +6.6% | -17.6% | -14.7% |
| 3Y | -11.8% | +52.5% | -64.3% | -33.2% |
| 5Y | -20.6% | +76.1% | -96.7% | -46.5% |
| All | +25.9% | +194.6% | -168.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling