+1,053.3%
BAH vs SM
-29.5%
+1,082.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | -3.5% | -25.9% | +22.4% | -2.2% |
| 30D | +24.3% | -15.1% | +39.4% | +25.1% |
| 3M | +16.3% | +4.9% | +11.5% | +15.8% |
| 6M | +13.6% | +6.1% | +7.4% | +12.9% |
| YTD | +3.5% | +63.4% | -59.9% | +0.5% |
| 1Y | +2.7% | +72.5% | -69.8% | -0.6% |
| 3Y | -26.6% | -16.9% | -9.7% | -27.2% |
| 5Y | +8.5% | -10.6% | +19.2% | +6.0% |
| 10Y | +225.1% | +11.3% | +213.8% | +194.6% |
| All | +1,053.3% | -29.5% | +1,082.7% | +993.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling