-66.8%
BAX vs SPYG
+84.1%
-150.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -12.2% | -1.7% | -10.5% | -11.6% |
| 3M | +21.8% | +3.6% | +18.2% | +19.8% |
| 6M | +36.3% | +16.6% | +19.7% | +27.3% |
| YTD | +27.8% | +13.4% | +14.4% | +20.7% |
| 1Y | -0.1% | +19.6% | -19.6% | -7.6% |
| 3Y | -33.3% | +99.8% | -133.1% | -50.7% |
| All | -66.8% | +84.1% | -150.9% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling