+25.6%
BAX vs SPXU
-100.0%
+125.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.0% |
| 7D | +0.4% | -9.4% | +9.7% | -2.0% |
| 30D | +3.4% | +7.4% | -4.0% | +5.9% |
| 3M | -4.5% | +6.2% | -10.6% | -2.3% |
| 6M | +44.0% | -7.2% | +51.2% | +43.3% |
| YTD | +34.9% | -26.8% | +61.6% | +28.4% |
| 1Y | +37.9% | -26.3% | +64.2% | +31.8% |
| 3Y | -17.1% | -80.6% | +63.5% | -38.7% |
| 5Y | -64.3% | -83.6% | +19.3% | -72.0% |
| 10Y | -35.9% | -99.5% | +63.6% | -73.5% |
| All | +25.6% | -100.0% | +125.6% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling