-64.5%
BAX vs S
-52.7%
-11.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +12.1% | -13.4% | +25.6% | +13.0% |
| 30D | +7.6% | -14.0% | +21.6% | +8.4% |
| 3M | -4.5% | +4.9% | -9.3% | -5.0% |
| 6M | +52.0% | +42.0% | +10.0% | +48.4% |
| YTD | +35.1% | +45.1% | -10.0% | +31.4% |
| 1Y | +43.7% | +33.1% | +10.6% | +40.3% |
| 3Y | -20.9% | +40.6% | -61.6% | -23.2% |
| 5Y | -63.5% | -67.5% | +3.9% | -64.7% |
| All | -64.5% | -52.7% | -11.9% | -64.8% |
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