-33.9%
BAX vs SFM
+146.8%
-180.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | +9.0% | -10.2% | +19.3% | +10.6% |
| 30D | +8.5% | -23.9% | +32.3% | +12.2% |
| 3M | -4.1% | -42.3% | +38.2% | +2.6% |
| 6M | +46.9% | -40.1% | +87.1% | +56.3% |
| YTD | +38.4% | -37.8% | +76.2% | +45.9% |
| 1Y | +47.0% | -37.1% | +84.1% | +54.7% |
| 3Y | -14.9% | +21.5% | -36.5% | -17.4% |
| 5Y | -62.5% | +103.8% | -166.3% | -66.2% |
| 10Y | -33.9% | +142.0% | -175.9% | -41.9% |
| All | -33.9% | +146.8% | -180.7% | -41.9% |
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