+883.7%
BAH vs SM
-14.1%
+897.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -1.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +2.0% | +26.3% | -24.3% | +0.8% |
| 3M | -7.6% | +8.7% | -16.3% | -8.2% |
| 6M | -5.7% | +51.7% | -57.4% | -7.9% |
| YTD | -11.7% | +99.0% | -110.8% | -15.0% |
| 1Y | -27.4% | +34.6% | -62.0% | -28.8% |
| 3Y | -32.5% | -7.8% | -24.8% | -33.4% |
| 5Y | -3.3% | +104.8% | -108.1% | -8.8% |
| 10Y | +186.0% | +7.2% | +178.7% | +161.4% |
| All | +883.7% | -14.1% | +897.8% | +825.3% |
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