-37.1%
BAX vs SM
+12.3%
-49.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -3.9% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -9.7% | +31.5% | -41.2% | -10.9% |
| 3M | +29.3% | +17.3% | +11.9% | +28.0% |
| 6M | +40.7% | +48.5% | -7.9% | +37.2% |
| YTD | +30.3% | +106.3% | -76.0% | +24.9% |
| 1Y | +3.4% | +47.3% | -43.9% | +0.6% |
| 3Y | -32.0% | -1.4% | -30.6% | -33.3% |
| 5Y | -66.9% | +114.0% | -180.9% | -68.7% |
| 10Y | -37.1% | +12.5% | -49.6% | -43.2% |
| All | -37.1% | +12.3% | -49.4% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling