-19.0%
BAX vs SPG
+135.6%
-154.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +0.1% | +2.0% | -1.9% | -1.1% |
| 30D | +4.1% | +17.2% | -13.2% | -5.8% |
| 3M | -4.5% | +6.3% | -10.9% | -8.2% |
| 6M | +49.2% | +18.7% | +30.5% | +34.3% |
| YTD | +35.2% | +30.1% | +5.2% | +15.8% |
| 1Y | +38.3% | +32.8% | +5.5% | +17.2% |
| 3Y | -19.0% | +133.6% | -152.6% | -47.1% |
| All | -19.0% | +135.6% | -154.6% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling