+771.0%
BAX vs SPG
+5,805.1%
-5,034.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +12.1% | +4.9% | +7.2% | +11.3% |
| 30D | +7.6% | +15.6% | -8.0% | +5.0% |
| 3M | -4.5% | +4.1% | -8.6% | -5.2% |
| 6M | +52.0% | +13.6% | +38.4% | +48.9% |
| YTD | +35.1% | +27.5% | +7.6% | +30.0% |
| 1Y | +43.7% | +32.2% | +11.5% | +37.5% |
| 3Y | -20.9% | +126.0% | -146.9% | -30.4% |
| 5Y | -63.5% | +74.7% | -138.3% | -67.0% |
| 10Y | -36.0% | +112.8% | -148.8% | -46.3% |
| All | +771.0% | +5,805.1% | -5,034.0% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling