+48.0%
BAX vs SFM
-35.8%
+83.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.3% | +3.2% |
| 7D | +4.1% | -12.3% | +16.3% | +6.2% |
| 30D | +9.4% | -16.2% | +25.6% | +12.4% |
| 3M | -6.5% | -36.8% | +30.3% | -0.4% |
| 6M | +59.6% | -32.6% | +92.2% | +69.0% |
| YTD | +38.9% | -31.7% | +70.6% | +53.0% |
| 1Y | +48.0% | -35.0% | +83.0% | +65.2% |
| All | +48.0% | -35.8% | +83.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling