+37.9%
BAX vs SUI
-4.1%
+42.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | +0.4% | -3.8% | +4.2% | +2.1% |
| 30D | +3.4% | +3.9% | -0.5% | +1.1% |
| 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% | +33.8% |
| 1Y | +37.9% | -4.0% | +41.9% | +39.0% |
| All | +37.9% | -4.1% | +42.0% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling