-37.1%
BAX vs SFM
+293.3%
-330.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -2.9% |
| 7D | -2.4% | -5.8% | +3.4% | -1.7% |
| 30D | -9.7% | -11.4% | +1.6% | -8.4% |
| 3M | +29.3% | -12.2% | +41.5% | +31.2% |
| 6M | +40.7% | -5.2% | +45.8% | +41.0% |
| YTD | +30.3% | -4.5% | +34.7% | +30.2% |
| 1Y | +3.4% | -45.4% | +48.8% | +9.9% |
| 3Y | -32.0% | +91.1% | -123.1% | -37.5% |
| 5Y | -66.9% | +226.8% | -293.7% | -71.7% |
| 10Y | -37.1% | +291.9% | -329.0% | -49.7% |
| All | -37.1% | +293.3% | -330.4% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling