+1,462.0%
BA vs SO
+6,337.0%
-4,875.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -9.1% | +9.2% | -18.4% | -12.4% |
| 3M | -28.2% | +1.1% | -29.3% | -28.6% |
| 6M | -23.1% | -1.1% | -22.1% | -23.2% |
| YTD | -20.6% | +9.7% | -30.2% | -24.1% |
| 1Y | -12.7% | +5.5% | -18.2% | -15.3% |
| 3Y | -11.6% | +47.0% | -58.6% | -27.1% |
| 5Y | -23.1% | +77.6% | -100.7% | -42.4% |
| 10Y | +34.4% | +181.0% | -146.6% | -15.5% |
| All | +1,462.0% | +6,337.0% | -4,875.1% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling