+439.5%
SN vs BAH
-24.7%
+464.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +3.1% |
| 7D | +7.2% | -3.5% | +10.7% | +7.5% |
| 30D | +20.4% | +24.3% | -3.9% | +17.7% |
| 3M | +23.9% | +16.3% | +7.6% | +21.8% |
| 6M | +93.0% | +13.6% | +79.5% | +90.0% |
| YTD | +99.2% | +3.5% | +95.7% | +96.4% |
| 1Y | +142.6% | +2.7% | +139.9% | +139.2% |
| 3Y | +398.8% | -26.6% | +425.4% | +428.1% |
| All | +439.5% | -24.7% | +464.2% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling