+176.2%
SAP vs BAH
+182.5%
-6.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | -0.3% | -4.3% | +4.1% | +1.1% |
| 30D | +2.6% | -4.5% | +7.0% | +3.9% |
| 3M | +16.3% | -7.6% | +23.9% | +18.6% |
| 6M | +6.4% | -10.6% | +17.0% | +9.4% |
| YTD | -11.4% | -12.6% | +1.1% | -8.8% |
| 1Y | -20.4% | -27.0% | +6.6% | -14.3% |
| 3Y | +56.5% | -31.5% | +88.0% | +64.0% |
| 5Y | +56.8% | -3.8% | +60.6% | +43.5% |
| 10Y | +176.2% | +183.9% | -7.7% | +99.8% |
| All | +176.2% | +182.5% | -6.4% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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