+365.7%
SE vs BAH
+165.7%
+200.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.3% |
| 7D | +2.0% | -3.5% | +5.6% | +2.9% |
| 30D | -20.0% | +24.3% | -44.3% | -24.9% |
| 3M | -31.8% | +16.3% | -48.1% | -35.0% |
| 6M | -15.9% | +13.6% | -29.5% | -19.8% |
| YTD | -40.6% | +3.5% | -44.1% | -42.6% |
| 1Y | -50.7% | +2.7% | -53.4% | -52.5% |
| 3Y | +70.3% | -26.6% | +96.9% | +70.7% |
| 5Y | -78.8% | +8.5% | -87.4% | -83.1% |
| All | +365.7% | +165.7% | +200.0% | +89.6% |
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 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