-3.8%
BAH vs SFM
+219.5%
-223.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.3% |
| 7D | -4.3% | -5.8% | +1.5% | -3.8% |
| 30D | -4.5% | -11.4% | +6.9% | -3.3% |
| 3M | -7.6% | -12.2% | +4.6% | -6.6% |
| 6M | -10.6% | -5.2% | -5.4% | -10.6% |
| YTD | -12.6% | -4.5% | -8.1% | -12.7% |
| 1Y | -27.0% | -45.4% | +18.4% | -23.3% |
| 3Y | -31.5% | +91.1% | -122.6% | -38.7% |
| 5Y | -3.8% | +226.8% | -230.6% | -20.1% |
| All | -3.8% | +219.5% | -223.3% | -20.1% |
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