+605.6%
BAX vs SPY
+3,027.0%
-2,421.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.9% |
| 7D | +9.0% | +0.1% | +9.0% | +9.0% |
| 30D | +8.5% | -3.3% | +11.8% | +10.9% |
| 3M | -4.1% | -2.4% | -1.7% | -2.6% |
| 6M | +46.9% | +2.6% | +44.4% | +44.4% |
| YTD | +38.4% | +11.2% | +27.2% | +29.5% |
| 1Y | +47.0% | +13.4% | +33.6% | +35.8% |
| 3Y | -14.9% | +79.9% | -94.8% | -41.7% |
| 5Y | -62.5% | +72.2% | -134.7% | -73.9% |
| 10Y | -33.9% | +307.3% | -341.2% | -73.6% |
| All | +605.6% | +3,027.0% | -2,421.4% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling