-49.7%
SE vs BAH
+2.1%
-51.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.4% | +2.9% |
| 7D | +3.3% | -1.5% | +4.8% | +3.3% |
| 30D | -18.2% | +17.3% | -35.4% | -18.9% |
| 3M | -31.3% | +14.9% | -46.1% | -31.8% |
| 6M | -10.1% | +14.2% | -24.4% | -10.7% |
| YTD | -38.9% | +5.1% | -44.0% | -39.6% |
| All | -49.7% | +2.1% | -51.8% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling