-33.9%
BAX vs SPG
+117.3%
-151.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +9.0% | +5.1% | +4.0% | +8.2% |
| 30D | +8.5% | +16.8% | -8.4% | +5.8% |
| 3M | -4.1% | +5.7% | -9.8% | -5.0% |
| 6M | +46.9% | +17.8% | +29.1% | +43.4% |
| YTD | +38.4% | +30.1% | +8.3% | +33.2% |
| 1Y | +47.0% | +32.8% | +14.2% | +41.1% |
| 3Y | -14.9% | +137.2% | -152.2% | -23.6% |
| 5Y | -62.5% | +81.5% | -144.0% | -65.9% |
| 10Y | -33.9% | +116.5% | -150.4% | -32.2% |
| All | -33.9% | +117.3% | -151.2% | -32.2% |
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