-39.4%
BAX vs SN
+650.0%
-689.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | +3.4% | +16.6% | -13.2% | +0.4% |
| 3M | -4.5% | +18.3% | -22.7% | -7.6% |
| 6M | +44.0% | +103.1% | -59.1% | +25.8% |
| YTD | +34.9% | +96.7% | -61.8% | +17.7% |
| 1Y | +37.9% | +134.3% | -96.4% | +16.7% |
| 3Y | -17.1% | +425.2% | -442.3% | -35.9% |
| All | -39.4% | +650.0% | -689.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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