-33.3%
BAX vs SPG
+114.5%
-147.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.4% | +3.1% | -2.8% | -0.1% |
| 30D | +3.4% | +16.4% | -13.0% | +0.9% |
| 3M | -4.5% | +7.1% | -11.5% | -5.5% |
| 6M | +44.0% | +16.1% | +27.9% | +40.8% |
| YTD | +34.9% | +30.4% | +4.4% | +29.8% |
| 1Y | +37.9% | +33.0% | +4.9% | +32.4% |
| 3Y | -17.1% | +134.6% | -151.7% | -25.5% |
| 5Y | -64.3% | +84.9% | -149.2% | -67.6% |
| All | -33.3% | +114.5% | -147.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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