+9.8%
BAX vs SM
+36.8%
-27.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +0.9% |
| 7D | -1.1% | -0.5% | -0.7% | -1.2% |
| 30D | -5.5% | +25.6% | -31.0% | -5.0% |
| 3M | +33.5% | +8.0% | +25.5% | +34.0% |
| 6M | +35.9% | +50.8% | -14.9% | +30.2% |
| YTD | +35.4% | +97.9% | -62.5% | +24.3% |
| 1Y | +9.8% | +33.8% | -24.1% | +0.3% |
| All | +9.8% | +36.8% | -27.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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