+148.0%
SN vs BAH
+5.1%
+142.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.5% | +1.7% | -0.2% | +1.6% |
| 30D | +21.5% | +20.8% | +0.7% | +22.3% |
| 3M | +20.0% | +11.6% | +8.5% | +20.6% |
| 6M | +119.9% | +23.1% | +96.8% | +122.2% |
| YTD | +102.3% | +5.3% | +97.1% | +100.0% |
| 1Y | +148.0% | +6.1% | +141.8% | +142.3% |
| All | +148.0% | +5.1% | +142.9% | +142.3% |
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