+47.4%
SO vs BAH
-32.2%
+79.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.7% |
| 7D | -0.2% | -3.2% | +3.1% | 0.0% |
| 30D | -4.6% | +2.0% | -6.6% | -4.7% |
| 3M | -3.0% | -7.6% | +4.6% | -3.0% |
| 6M | -8.3% | -5.7% | -2.6% | -8.4% |
| YTD | +3.5% | -11.7% | +15.3% | +3.3% |
| 1Y | -0.9% | -27.4% | +26.4% | -0.1% |
| All | +47.4% | -32.2% | +79.6% | +48.4% |
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