-63.7%
BAX vs S
-48.9%
-14.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.6% | +2.0% |
| 7D | +9.0% | +1.6% | +7.5% | +8.9% |
| 30D | +8.5% | -10.5% | +18.9% | +9.0% |
| 3M | -4.1% | +9.9% | -14.0% | -4.9% |
| 6M | +46.9% | +41.8% | +5.2% | +43.4% |
| YTD | +38.4% | +56.8% | -18.4% | +34.0% |
| 1Y | +47.0% | +39.0% | +8.0% | +43.1% |
| 3Y | -14.9% | +53.8% | -68.8% | -17.8% |
| 5Y | -62.5% | -68.6% | +6.1% | -63.9% |
| All | -63.7% | -48.9% | -14.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling