+183.9%
BAH vs SM
+12.3%
+171.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.6% | -1.1% |
| 7D | -4.3% | -0.2% | -4.2% | -4.3% |
| 30D | -4.5% | +31.5% | -36.0% | -5.5% |
| 3M | -7.6% | +17.3% | -24.9% | -8.3% |
| 6M | -10.6% | +48.5% | -59.1% | -12.1% |
| YTD | -12.6% | +106.3% | -118.8% | -15.1% |
| 1Y | -27.0% | +47.3% | -74.3% | -28.3% |
| 3Y | -31.5% | -1.4% | -30.1% | -32.3% |
| 5Y | -3.8% | +114.0% | -117.9% | -7.3% |
| 10Y | +183.9% | +12.5% | +171.4% | +170.6% |
| All | +183.9% | +12.3% | +171.6% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling