-37.1%
BAX vs SUI
+104.3%
-141.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.3% |
| 7D | -2.4% | -3.1% | +0.7% | -1.5% |
| 30D | -9.7% | -2.3% | -7.4% | -9.1% |
| 3M | +29.3% | -2.8% | +32.1% | +30.4% |
| 6M | +40.7% | -12.4% | +53.0% | +46.4% |
| YTD | +30.3% | -3.3% | +33.6% | +31.4% |
| 1Y | +3.4% | -5.8% | +9.2% | +5.0% |
| 3Y | -32.0% | +12.5% | -44.5% | -35.5% |
| 5Y | -66.9% | -32.9% | -34.0% | -64.1% |
| 10Y | -37.1% | +104.4% | -141.5% | -42.2% |
| All | -37.1% | +104.3% | -141.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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