+31.8%
BA vs SO
+177.2%
-145.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +1.1% | -1.5% | +2.5% | +1.8% |
| 30D | -7.9% | +8.1% | -16.0% | -11.4% |
| 3M | -25.3% | +0.2% | -25.5% | -25.6% |
| 6M | -24.6% | +0.4% | -25.0% | -25.2% |
| YTD | -20.1% | +8.5% | -28.6% | -24.1% |
| 1Y | -11.8% | +4.9% | -16.7% | -14.8% |
| 3Y | -10.1% | +47.9% | -58.0% | -30.6% |
| 5Y | -22.7% | +75.7% | -98.4% | -47.8% |
| All | +31.8% | +177.2% | -145.4% | -18.7% |
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