-19.0%
BAX vs SPXU
-80.6%
+61.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.6% |
| 7D | +0.1% | -7.6% | +7.6% | -2.0% |
| 30D | +4.1% | +5.3% | -1.3% | +6.2% |
| 3M | -4.5% | +9.6% | -14.2% | -1.2% |
| 6M | +49.2% | -4.5% | +53.8% | +49.5% |
| YTD | +35.2% | -25.9% | +61.1% | +27.6% |
| 1Y | +38.3% | -28.9% | +67.2% | +29.3% |
| 3Y | -19.0% | -80.5% | +61.4% | -42.2% |
| All | -19.0% | -80.6% | +61.5% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling