-20.9%
BAX vs SN
+397.9%
-418.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | 0.0% |
| 7D | +12.1% | +7.2% | +4.9% | +10.5% |
| 30D | +7.6% | +20.4% | -12.8% | +3.2% |
| 3M | -4.5% | +23.9% | -28.4% | -9.2% |
| 6M | +52.0% | +93.0% | -41.0% | +30.6% |
| YTD | +35.1% | +99.2% | -64.1% | +14.3% |
| 1Y | +43.7% | +142.6% | -98.9% | +16.5% |
| 3Y | -20.9% | +398.8% | -419.7% | -44.6% |
| All | -20.9% | +397.9% | -418.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling