+379.5%
SE vs BAH
+169.9%
+209.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.4% | +2.5% |
| 7D | +3.3% | -1.5% | +4.8% | +3.7% |
| 30D | -18.2% | +17.3% | -35.4% | -21.9% |
| 3M | -31.3% | +14.9% | -46.1% | -34.2% |
| 6M | -10.1% | +14.2% | -24.4% | -14.4% |
| YTD | -38.9% | +5.1% | -44.0% | -41.2% |
| 1Y | -48.0% | +2.1% | -50.1% | -49.7% |
| 3Y | +78.8% | -26.0% | +104.8% | +79.2% |
| 5Y | -77.1% | +9.0% | -86.1% | -81.7% |
| All | +379.5% | +169.9% | +209.5% | +94.4% |
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