+220.5%
SU vs BAH
+886.2%
-665.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +3.6% | -3.2% | +6.8% | +4.4% |
| 30D | +7.9% | +2.0% | +5.9% | +7.2% |
| 3M | +3.5% | -7.6% | +11.1% | +5.0% |
| 6M | +19.0% | -5.7% | +24.6% | +19.5% |
| YTD | +55.0% | -11.7% | +66.7% | +56.7% |
| 1Y | +71.2% | -27.4% | +98.6% | +81.2% |
| 3Y | +117.4% | -32.5% | +150.0% | +124.0% |
| 5Y | +335.2% | -3.3% | +338.5% | +293.8% |
| 10Y | +248.7% | +186.0% | +62.7% | +123.9% |
| All | +220.5% | +886.2% | -665.7% | +14.1% |
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 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