-36.9%
BAX vs SPY
+312.5%
-349.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | -12.2% | -1.4% | -10.8% | -11.3% |
| 3M | +21.8% | +3.7% | +18.1% | +18.6% |
| 6M | +36.3% | +13.0% | +23.3% | +24.7% |
| YTD | +27.8% | +12.4% | +15.4% | +17.6% |
| 1Y | -0.1% | +18.5% | -18.6% | -11.4% |
| 3Y | -33.3% | +77.6% | -110.9% | -56.0% |
| 5Y | -67.1% | +81.7% | -148.8% | -78.9% |
| 10Y | -36.9% | +319.7% | -356.6% | -80.0% |
| All | -36.9% | +312.5% | -349.4% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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