-33.9%
BAX vs SM
+4.9%
-38.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +9.0% | -22.3% | +31.3% | +10.2% |
| 30D | +8.5% | -21.4% | +29.8% | +9.4% |
| 3M | -4.1% | +1.4% | -5.5% | -4.5% |
| 6M | +46.9% | +0.1% | +46.8% | +46.0% |
| YTD | +38.4% | +59.0% | -20.6% | +33.9% |
| 1Y | +47.0% | +64.3% | -17.3% | +41.9% |
| 3Y | -14.9% | -13.1% | -1.8% | -16.2% |
| 5Y | -62.5% | -13.9% | -48.6% | -63.4% |
| 10Y | -33.9% | +1.7% | -35.6% | -40.6% |
| All | -33.9% | +4.9% | -38.8% | -40.6% |
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