+186.8%
SO vs BAH
+218.8%
-32.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | +8.6% | +17.3% | -8.7% | +5.1% |
| 3M | +1.8% | +14.9% | -13.1% | -1.3% |
| 6M | +3.6% | +14.2% | -10.6% | 0.0% |
| YTD | +9.9% | +5.1% | +4.8% | +6.8% |
| 1Y | +5.7% | +2.1% | +3.6% | +3.2% |
| 3Y | +52.5% | -26.0% | +78.5% | +53.9% |
| 5Y | +77.3% | +9.0% | +68.4% | +54.0% |
| 10Y | +186.8% | +208.8% | -22.0% | +107.1% |
| All | +186.8% | +218.8% | -32.0% | +107.1% |
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 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