-29.9%
BAX vs SPG
+111.2%
-141.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | -1.1% | -2.4% | +1.2% | +0.3% |
| 30D | -5.5% | -6.8% | +1.4% | -1.4% |
| 3M | +33.5% | +2.7% | +30.9% | +31.7% |
| 6M | +35.9% | +5.5% | +30.4% | +32.1% |
| YTD | +35.4% | +15.7% | +19.6% | +25.5% |
| 1Y | +9.8% | +20.9% | -11.1% | -0.5% |
| All | -29.9% | +111.2% | -141.1% | -46.9% |
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