-39.3%
BAX vs SPYG
+424.6%
-463.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -7.9% | -0.9% | -7.0% | -7.4% |
| 30D | -11.7% | -1.5% | -10.1% | -10.9% |
| 3M | +16.2% | +3.7% | +12.5% | +13.6% |
| 6M | +32.0% | +16.4% | +15.6% | +20.8% |
| YTD | +24.7% | +13.3% | +11.4% | +15.9% |
| 1Y | -2.6% | +17.9% | -20.5% | -11.6% |
| 3Y | -35.0% | +98.3% | -133.3% | -57.2% |
| 5Y | -67.6% | +86.4% | -154.0% | -78.3% |
| All | -39.3% | +424.6% | -463.9% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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