+44.6%
BAX vs SN
+140.1%
-95.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.6% | +3.5% | -4.1% | -1.5% |
| 30D | +6.3% | +19.4% | -13.2% | +1.4% |
| 3M | -4.6% | +20.9% | -25.5% | -9.5% |
| 6M | +50.4% | +111.1% | -60.7% | +21.0% |
| YTD | +38.0% | +102.8% | -64.8% | +7.7% |
| 1Y | +44.6% | +146.2% | -101.6% | +3.8% |
| All | +44.6% | +140.1% | -95.5% | +3.8% |
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