+7.4%
BAH vs SFM
+105.4%
-98.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -3.9% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | +24.3% | -24.8% | +49.0% | +27.4% |
| 3M | +16.3% | -43.7% | +60.0% | +22.8% |
| 6M | +13.6% | -37.3% | +50.8% | +18.2% |
| YTD | +3.5% | -38.4% | +41.9% | +7.6% |
| 1Y | +2.7% | -36.9% | +39.6% | +6.5% |
| 3Y | -26.6% | +20.7% | -47.2% | -31.6% |
| All | +7.4% | +105.4% | -98.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling