+37.9%
BAX vs SFM
-34.4%
+72.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +3.4% | -19.2% | +22.6% | +7.2% |
| 3M | -4.5% | -40.3% | +35.9% | +2.9% |
| 6M | +44.0% | -40.9% | +84.9% | +53.5% |
| YTD | +34.9% | -35.5% | +70.4% | +51.4% |
| 1Y | +37.9% | -37.4% | +75.3% | +56.3% |
| All | +37.9% | -34.4% | +72.4% | +56.3% |
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