-63.7%
BAX vs S
-49.1%
-14.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.6% | +1.4% | +2.3% | +3.6% |
| 30D | +8.5% | -10.8% | +19.3% | +9.0% |
| 3M | -4.9% | +5.4% | -10.3% | -5.4% |
| 6M | +47.0% | +41.2% | +5.8% | +43.5% |
| YTD | +38.4% | +56.2% | -17.8% | +34.1% |
| 1Y | +49.1% | +36.3% | +12.8% | +45.3% |
| 3Y | -14.9% | +49.4% | -64.3% | -17.7% |
| 5Y | -63.1% | -66.9% | +3.7% | -64.4% |
| All | -63.7% | -49.1% | -14.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling