+95.8%
BAX vs SPYG
+564.9%
-469.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -5.5% | -0.4% | -5.0% | -5.3% |
| 3M | +33.5% | +0.5% | +33.0% | +32.8% |
| 6M | +35.9% | +17.5% | +18.4% | +25.9% |
| YTD | +35.4% | +14.3% | +21.0% | +27.0% |
| 1Y | +9.8% | +21.7% | -12.0% | -0.1% |
| 3Y | -32.7% | +98.6% | -131.3% | -51.8% |
| 5Y | -65.6% | +85.1% | -150.7% | -74.9% |
| 10Y | -34.9% | +412.0% | -446.9% | -70.2% |
| All | +95.8% | +564.9% | -469.0% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling