-12.3%
BA vs SO
+4.8%
-17.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.7% |
| 7D | -0.6% | -0.9% | +0.4% | -0.5% |
| 30D | -8.0% | +4.9% | -13.0% | -8.0% |
| 3M | -25.8% | +0.8% | -26.6% | -25.8% |
| 6M | -27.6% | +0.6% | -28.1% | -27.8% |
| YTD | -21.0% | +8.7% | -29.6% | -21.4% |
| 1Y | -12.3% | +4.0% | -16.2% | -8.6% |
| All | -12.3% | +4.8% | -17.0% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling