+450.0%
SN vs BAH
-26.8%
+476.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.5% | +1.7% | -0.2% | +1.4% |
| 30D | +21.5% | +20.8% | +0.7% | +19.1% |
| 3M | +20.0% | +11.6% | +8.5% | +18.5% |
| 6M | +119.9% | +23.1% | +96.8% | +114.2% |
| YTD | +102.3% | +5.3% | +97.1% | +99.1% |
| 1Y | +148.0% | +6.1% | +141.8% | +143.3% |
| 3Y | +450.0% | -27.5% | +477.5% | +488.1% |
| All | +450.0% | -26.8% | +476.8% | +488.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling