+597.0%
SE vs BAH
+124.5%
+472.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | +0.6% | -4.3% | +4.9% | +1.8% |
| 30D | -0.1% | -4.5% | +4.4% | +1.2% |
| 3M | +34.1% | -7.6% | +41.7% | +36.4% |
| 6M | +23.2% | -10.6% | +33.8% | +26.0% |
| YTD | -11.2% | -12.6% | +1.4% | -9.6% |
| 1Y | -40.5% | -27.0% | -13.5% | -36.2% |
| 3Y | +196.3% | -31.5% | +227.8% | +197.6% |
| 5Y | -67.0% | -3.8% | -63.2% | -73.1% |
| All | +597.0% | +124.5% | +472.5% | +198.9% |
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