+772.4%
BAX vs SPG
+5,256.9%
-4,484.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -1.1% | -2.4% | +1.2% | -0.7% |
| 30D | -5.5% | -6.8% | +1.4% | -4.3% |
| 3M | +33.5% | +2.7% | +30.9% | +33.1% |
| 6M | +35.9% | +5.5% | +30.4% | +34.9% |
| YTD | +35.4% | +15.7% | +19.6% | +32.4% |
| 1Y | +9.8% | +20.9% | -11.1% | +6.6% |
| 3Y | -32.7% | +112.4% | -145.1% | -40.1% |
| 5Y | -65.6% | +101.4% | -166.9% | -69.4% |
| 10Y | -34.9% | +60.6% | -95.6% | -42.7% |
| All | +772.4% | +5,256.9% | -4,484.5% | +279.3% |
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