+155.9%
SO vs BAH
+182.5%
-26.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +1.0% | -4.3% | +5.4% | +1.9% |
| 30D | -3.2% | -4.5% | +1.3% | -2.4% |
| 3M | -1.7% | -7.6% | +5.9% | -0.6% |
| 6M | -7.2% | -10.6% | +3.4% | -5.9% |
| YTD | +4.6% | -12.6% | +17.1% | +5.6% |
| 1Y | +1.2% | -27.0% | +28.2% | +6.1% |
| 3Y | +45.3% | -31.5% | +76.8% | +47.0% |
| 5Y | +58.7% | -3.8% | +62.5% | +40.3% |
| 10Y | +155.9% | +183.9% | -28.1% | +90.6% |
| All | +155.9% | +182.5% | -26.7% | +90.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling