+26.8%
BA vs SU
+232.2%
-205.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.2% |
| 7D | -1.4% | -4.3% | +2.9% | +0.6% |
| 30D | -7.9% | -6.2% | -1.7% | -5.3% |
| 3M | -25.2% | +9.7% | -34.9% | -28.9% |
| 6M | -26.7% | +7.3% | -34.0% | -30.6% |
| YTD | -19.6% | +58.7% | -78.3% | -38.4% |
| 1Y | -10.6% | +59.7% | -70.3% | -31.9% |
| 3Y | -11.2% | +129.2% | -140.5% | -45.7% |
| 5Y | -20.4% | +223.7% | -244.1% | -63.3% |
| 10Y | +26.8% | +235.9% | -209.2% | -46.6% |
| All | +26.8% | +232.2% | -205.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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