+461.2%
SAP vs BAH
+886.2%
-425.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.0% |
| 30D | +9.0% | +2.0% | +7.0% | +8.4% |
| 3M | +14.9% | -7.6% | +22.6% | +17.2% |
| 6M | +11.9% | -5.7% | +17.6% | +13.3% |
| YTD | -9.9% | -11.7% | +1.8% | -7.5% |
| 1Y | -19.5% | -27.4% | +7.8% | -13.4% |
| 3Y | +61.8% | -32.5% | +94.3% | +71.5% |
| 5Y | +56.2% | -3.3% | +59.5% | +46.5% |
| 10Y | +180.6% | +186.0% | -5.4% | +96.8% |
| All | +461.2% | +886.2% | -425.1% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling