+194.9%
SO vs BAH
+210.6%
-15.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +8.7% | +18.2% | -9.6% | +5.1% |
| 3M | +3.4% | +13.1% | -9.7% | +0.6% |
| 6M | +3.7% | +15.2% | -11.5% | -0.1% |
| YTD | +10.0% | +6.0% | +4.0% | +6.7% |
| 1Y | +6.6% | +3.1% | +3.5% | +3.8% |
| 3Y | +52.5% | -26.2% | +78.7% | +54.2% |
| 5Y | +76.1% | +9.3% | +66.7% | +52.9% |
| 10Y | +194.9% | +212.3% | -17.4% | +115.2% |
| All | +194.9% | +210.6% | -15.7% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling