+52.6%
SN vs BAH
-27.4%
+80.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.0% |
| 7D | +0.1% | -4.3% | +4.5% | 0.0% |
| 30D | -5.6% | -4.5% | -1.1% | -5.7% |
| 3M | +48.1% | -7.6% | +55.7% | +47.8% |
| 6M | +57.6% | -10.6% | +68.2% | +57.0% |
| YTD | +56.5% | -12.6% | +69.1% | +55.0% |
| 1Y | +52.6% | -27.0% | +79.5% | +51.1% |
| All | +52.6% | -27.4% | +80.0% | +51.1% |
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