+540.0%
BAX vs SM
+1,264.2%
-724.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.6% |
| 7D | +9.0% | -22.3% | +31.3% | +10.6% |
| 30D | +8.5% | -21.4% | +29.8% | +9.8% |
| 3M | -4.1% | +1.4% | -5.5% | -4.6% |
| 6M | +46.9% | +0.1% | +46.8% | +45.8% |
| YTD | +38.4% | +59.0% | -20.6% | +32.8% |
| 1Y | +47.0% | +64.3% | -17.3% | +40.7% |
| 3Y | -14.9% | -13.1% | -1.8% | -16.2% |
| 5Y | -62.5% | -13.9% | -48.6% | -63.7% |
| 10Y | -33.9% | +1.7% | -35.6% | -44.6% |
| All | +540.0% | +1,264.2% | -724.2% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling