+63.7%
SE vs BAH
-26.8%
+90.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | -20.9% | +20.8% | -41.7% | -21.9% |
| 3M | -38.9% | +11.6% | -50.5% | -39.3% |
| 6M | -19.4% | +23.1% | -42.5% | -20.5% |
| YTD | -40.9% | +5.3% | -46.2% | -41.4% |
| 1Y | -46.2% | +6.1% | -52.3% | -46.7% |
| 3Y | +63.7% | -27.5% | +91.2% | +67.6% |
| All | +63.7% | -26.8% | +90.5% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling