+49.1%
BAX vs SFM
-37.1%
+86.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +9.0% | -10.2% | +19.3% | +11.3% |
| 30D | +8.5% | -23.9% | +32.3% | +13.6% |
| 3M | -4.1% | -42.3% | +38.2% | +4.1% |
| 6M | +46.9% | -40.1% | +87.1% | +58.4% |
| YTD | +38.4% | -37.8% | +76.2% | +56.2% |
| All | +49.1% | -37.1% | +86.2% | +66.7% |
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 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