+232.8%
SU vs BAH
+1,076.0%
-843.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | -7.9% | +20.8% | -28.7% | -12.1% |
| 3M | +7.5% | +11.6% | -4.0% | +4.4% |
| 6M | +7.2% | +23.1% | -15.9% | +1.0% |
| YTD | +60.9% | +5.3% | +55.7% | +55.6% |
| 1Y | +63.6% | +6.1% | +57.5% | +57.6% |
| 3Y | +128.9% | -27.5% | +156.4% | +133.3% |
| 5Y | +228.3% | +6.2% | +222.1% | +191.8% |
| 10Y | +240.6% | +202.2% | +38.3% | +117.4% |
| All | +232.8% | +1,076.0% | -843.2% | +13.3% |
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