-19.0%
BAX vs SM
-3.9%
-15.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +9.4% | -9.3% | -0.6% |
| 30D | +4.1% | -14.4% | +18.4% | +5.0% |
| 3M | -4.5% | +1.6% | -6.1% | -5.6% |
| 6M | +49.2% | +6.3% | +42.9% | +45.8% |
| YTD | +35.2% | +78.8% | -43.5% | +19.3% |
| 1Y | +38.3% | +83.1% | -44.9% | +21.3% |
| 3Y | -19.0% | -5.9% | -13.1% | -30.2% |
| All | -19.0% | -3.9% | -15.1% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling