-17.5%
BAX vs SFM
+40.3%
-57.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.4% | +1.1% |
| 7D | +12.1% | -1.2% | +13.3% | +12.2% |
| 30D | +7.6% | -24.8% | +32.4% | +11.0% |
| 3M | -4.5% | -43.7% | +39.2% | +1.8% |
| 6M | +52.0% | -37.3% | +89.3% | +60.0% |
| YTD | +35.1% | -38.4% | +73.5% | +41.8% |
| 1Y | +43.7% | -36.9% | +80.6% | +50.4% |
| 3Y | -20.9% | +20.7% | -41.6% | -22.8% |
| 5Y | -63.5% | +103.5% | -167.0% | -66.6% |
| 10Y | -36.0% | +139.7% | -175.7% | -43.5% |
| All | -17.5% | +40.3% | -57.8% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling