+43.0%
SN vs BAH
-28.2%
+71.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -1.1% |
| 7D | -9.3% | -3.2% | -6.1% | -9.4% |
| 30D | -4.8% | +2.0% | -6.8% | -4.7% |
| 3M | +40.4% | -7.6% | +48.1% | +40.2% |
| 6M | +50.9% | -5.7% | +56.6% | +50.4% |
| YTD | +54.9% | -11.7% | +66.7% | +53.4% |
| 1Y | +43.0% | -27.4% | +70.4% | +41.7% |
| All | +43.0% | -28.2% | +71.3% | +41.7% |
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