-63.9%
BAX vs SPY
+67.4%
-131.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +12.1% | -2.7% | +14.8% | +14.3% |
| 30D | +7.6% | -5.4% | +13.0% | +11.9% |
| 3M | -4.5% | -4.1% | -0.4% | -1.7% |
| 6M | +52.0% | +0.7% | +51.3% | +51.1% |
| YTD | +35.1% | +8.7% | +26.5% | +27.7% |
| 1Y | +43.7% | +10.9% | +32.8% | +33.9% |
| 3Y | -20.9% | +75.0% | -95.9% | -44.8% |
| All | -63.9% | +67.4% | -131.2% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling