+191.5%
BAH vs SFM
+280.6%
-89.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +0.5% |
| 7D | -1.3% | -7.2% | +5.8% | -0.6% |
| 30D | -6.6% | -14.3% | +7.7% | -5.2% |
| 3M | -7.2% | -13.7% | +6.6% | -5.9% |
| 6M | -10.0% | -6.0% | -4.0% | -9.9% |
| YTD | -12.5% | -8.2% | -4.2% | -12.2% |
| 1Y | -27.9% | -46.2% | +18.3% | -24.0% |
| 3Y | -31.4% | +83.6% | -115.0% | -37.8% |
| 5Y | -3.2% | +212.7% | -215.9% | -18.9% |
| 10Y | +191.5% | +273.0% | -81.6% | +124.2% |
| All | +191.5% | +280.6% | -89.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SFM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling