+455.3%
SN vs BAH
-23.5%
+478.9%
-42.6%
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% | +2.8% |
| 7D | +7.6% | -1.5% | +9.1% | +7.8% |
| 30D | +24.1% | +17.3% | +6.8% | +22.0% |
| 3M | +23.7% | +14.9% | +8.8% | +21.8% |
| 6M | +105.5% | +14.2% | +91.3% | +102.2% |
| YTD | +105.1% | +5.1% | +100.0% | +101.9% |
| 1Y | +148.3% | +2.1% | +146.2% | +145.5% |
| 3Y | +438.7% | -26.0% | +464.7% | +469.9% |
| All | +455.3% | -23.5% | +478.9% | +455.5% |
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