+9.8%
BAX vs SFM
-41.4%
+51.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.3% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -5.5% | -4.4% | -1.1% | -4.6% |
| 3M | +33.5% | +1.5% | +32.0% | +32.6% |
| 6M | +35.9% | +6.5% | +29.4% | +32.4% |
| YTD | +35.4% | +2.2% | +33.2% | +34.6% |
| 1Y | +9.8% | -41.9% | +51.6% | +45.1% |
| All | +9.8% | -41.4% | +51.2% | +45.1% |
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