+222.9%
SAP vs BAH
+218.8%
+4.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +10.5% | +17.3% | -6.7% | +5.3% |
| 3M | +15.2% | +14.9% | +0.3% | +10.2% |
| 6M | +36.7% | +14.2% | +22.4% | +30.7% |
| YTD | -0.6% | +5.1% | -5.7% | -3.3% |
| 1Y | -4.1% | +2.1% | -6.2% | -6.3% |
| 3Y | +73.2% | -26.0% | +99.2% | +77.9% |
| 5Y | +74.1% | +9.0% | +65.1% | +53.9% |
| 10Y | +222.9% | +208.8% | +14.1% | +131.6% |
| All | +222.9% | +218.8% | +4.2% | +131.6% |
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