-37.8%
BAX vs SN
+681.9%
-719.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.9% |
| 7D | +9.0% | +7.6% | +1.4% | +7.6% |
| 30D | +8.5% | +24.1% | -15.6% | +4.1% |
| 3M | -4.1% | +23.7% | -27.8% | -8.1% |
| 6M | +46.9% | +105.5% | -58.6% | +28.0% |
| YTD | +38.4% | +105.1% | -66.7% | +19.8% |
| 1Y | +47.0% | +148.3% | -101.3% | +23.1% |
| 3Y | -14.9% | +438.7% | -453.6% | -34.7% |
| All | -37.8% | +681.9% | -719.7% | -52.4% |
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