+67.2%
SU vs BAH
-24.0%
+91.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | +4.3% | -2.0% | +2.1% |
| 30D | +8.4% | -2.5% | +10.9% | +8.5% |
| 3M | +12.1% | -0.9% | +13.0% | +11.9% |
| 6M | +19.7% | +1.5% | +18.2% | +19.4% |
| YTD | +58.4% | -8.0% | +66.4% | +57.9% |
| 1Y | +67.2% | -24.7% | +92.0% | +63.4% |
| All | +67.2% | -24.0% | +91.3% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling