+35.9%
BAX vs SPG
+6.2%
+29.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +2.0% |
| 7D | -1.1% | -2.4% | +1.2% | +1.2% |
| 30D | -5.5% | -6.8% | +1.4% | +1.2% |
| 3M | +33.5% | +2.7% | +30.9% | +29.2% |
| 6M | +35.9% | +5.5% | +30.4% | +27.9% |
| All | +35.9% | +6.2% | +29.6% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling