-64.2%
BAX vs S
-71.1%
+6.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | +2.0% | -1.9% | -0.1% |
| 30D | +4.1% | -2.7% | +6.8% | +4.1% |
| 3M | -4.5% | -6.9% | +2.3% | -4.4% |
| 6M | +49.2% | +38.1% | +11.2% | +45.5% |
| YTD | +35.2% | +48.0% | -12.8% | +30.9% |
| 1Y | +38.3% | +34.5% | +3.8% | +34.5% |
| 3Y | -19.0% | +38.3% | -57.4% | -21.8% |
| All | -64.2% | -71.1% | +6.9% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling