+52.3%
SO vs BAH
-26.6%
+78.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -0.9% | -2.6% | +1.6% | -0.8% |
| 30D | +4.9% | +20.4% | -15.4% | +4.2% |
| 3M | +0.8% | +11.9% | -11.1% | +0.3% |
| 6M | +0.6% | +17.1% | -16.6% | -0.4% |
| YTD | +8.7% | +5.5% | +3.1% | +7.6% |
| 1Y | +4.0% | +5.6% | -1.7% | +2.9% |
| All | +52.3% | -26.6% | +78.9% | +51.8% |
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