+49.1%
BAX vs SN
+143.5%
-94.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.7% |
| 7D | +9.0% | +7.6% | +1.4% | +7.1% |
| 30D | +8.5% | +24.1% | -15.6% | +2.5% |
| 3M | -4.1% | +23.7% | -27.8% | -9.5% |
| 6M | +46.9% | +105.5% | -58.6% | +19.8% |
| YTD | +38.4% | +105.1% | -66.7% | +8.7% |
| All | +49.1% | +143.5% | -94.4% | +10.8% |
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