+423.0%
BAH vs SFM
+132.6%
+290.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.8% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | +2.0% | -4.4% | +6.4% | +2.4% |
| 3M | -7.6% | +1.5% | -9.2% | -8.1% |
| 6M | -5.7% | +6.5% | -12.1% | -6.8% |
| YTD | -11.7% | +2.2% | -13.9% | -12.5% |
| 1Y | -27.4% | -41.9% | +14.5% | -24.0% |
| 3Y | -32.5% | +106.8% | -139.3% | -39.5% |
| 5Y | -3.3% | +231.6% | -234.9% | -19.3% |
| 10Y | +186.0% | +258.4% | -72.4% | +128.5% |
| All | +423.0% | +132.6% | +290.4% | +344.5% |
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