+77.0%
SO vs BAH
+8.3%
+68.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.7% |
| 7D | -1.5% | -3.5% | +2.1% | -1.2% |
| 30D | +8.1% | +24.3% | -16.2% | +6.1% |
| 3M | +0.2% | +16.3% | -16.1% | -1.2% |
| 6M | +0.4% | +13.6% | -13.2% | -1.2% |
| YTD | +8.5% | +3.5% | +5.0% | +7.2% |
| 1Y | +4.9% | +2.7% | +2.2% | +3.6% |
| 3Y | +47.9% | -26.6% | +74.5% | +47.3% |
| All | +77.0% | +8.3% | +68.8% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling