-33.3%
BAX vs SUI
+120.9%
-154.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +0.4% | -3.8% | +4.2% | +1.6% |
| 30D | +3.4% | +3.9% | -0.5% | +2.0% |
| 3M | -4.5% | +0.2% | -4.7% | -4.7% |
| 6M | +44.0% | -4.2% | +48.2% | +45.6% |
| YTD | +34.9% | -2.5% | +37.4% | +35.5% |
| 1Y | +37.9% | -4.0% | +41.9% | +39.2% |
| 3Y | -17.1% | +16.5% | -33.6% | -22.3% |
| 5Y | -64.3% | -27.2% | -37.1% | -62.1% |
| All | -33.3% | +120.9% | -154.2% | -36.6% |
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