+376.1%
SO vs BAH
+1,056.2%
-680.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.4% |
| 7D | -1.5% | -3.5% | +2.1% | -0.9% |
| 30D | +8.1% | +24.3% | -16.2% | +4.3% |
| 3M | +0.2% | +16.3% | -16.1% | -2.4% |
| 6M | +0.4% | +13.6% | -13.2% | -2.3% |
| YTD | +8.5% | +3.5% | +5.0% | +6.4% |
| 1Y | +4.9% | +2.7% | +2.2% | +2.8% |
| 3Y | +47.9% | -26.6% | +74.5% | +49.9% |
| 5Y | +75.7% | +8.5% | +67.2% | +62.4% |
| 10Y | +178.0% | +225.1% | -47.1% | +125.7% |
| All | +376.1% | +1,056.2% | -680.1% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling