+522.8%
BAH vs SFM
+41.7%
+481.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -1.5% | -10.2% | +8.7% | -0.4% |
| 30D | +17.3% | -23.9% | +41.1% | +20.1% |
| 3M | +14.9% | -42.3% | +57.1% | +21.0% |
| 6M | +14.2% | -40.1% | +54.4% | +19.6% |
| YTD | +5.1% | -37.8% | +42.9% | +9.3% |
| 1Y | +2.1% | -37.1% | +39.2% | +5.9% |
| 3Y | -26.0% | +21.5% | -47.5% | -30.1% |
| 5Y | +9.0% | +103.8% | -94.8% | -4.6% |
| 10Y | +208.8% | +142.0% | +66.8% | +156.5% |
| All | +522.8% | +41.7% | +481.2% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling