-36.9%
BAX vs SPXU
-99.5%
+62.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.5% |
| 7D | -5.1% | +1.3% | -6.4% | -4.8% |
| 30D | -12.2% | +5.1% | -17.3% | -11.0% |
| 3M | +21.8% | -9.1% | +30.9% | +19.7% |
| 6M | +36.3% | -29.6% | +65.9% | +26.9% |
| YTD | +27.8% | -27.7% | +55.5% | +20.5% |
| 1Y | -0.1% | -37.0% | +36.9% | -8.3% |
| 3Y | -33.3% | -80.2% | +46.9% | -50.5% |
| 5Y | -67.1% | -86.0% | +18.9% | -75.2% |
| 10Y | -36.9% | -99.5% | +62.6% | -75.6% |
| All | -36.9% | -99.5% | +62.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling