+38.3%
BAX vs SN
+141.7%
-103.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.5% |
| 7D | +0.1% | +1.5% | -1.5% | -0.3% |
| 30D | +4.1% | +21.5% | -17.4% | -1.2% |
| 3M | -4.5% | +20.0% | -24.6% | -9.3% |
| 6M | +49.2% | +119.9% | -70.7% | +18.7% |
| YTD | +35.2% | +102.3% | -67.1% | +5.5% |
| 1Y | +38.3% | +148.0% | -109.7% | -0.8% |
| All | +38.3% | +141.7% | -103.5% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling