-63.1%
BAX vs SUI
-25.9%
-37.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +3.6% | +3.4% | +0.2% | +2.4% |
| 30D | +8.5% | +4.6% | +3.9% | +6.6% |
| 3M | -4.9% | +1.6% | -6.4% | -5.6% |
| 6M | +47.0% | -3.5% | +50.5% | +48.3% |
| YTD | +38.4% | -1.0% | +39.4% | +38.3% |
| 1Y | +49.1% | -1.7% | +50.9% | +49.4% |
| 3Y | -14.9% | +18.4% | -33.2% | -21.7% |
| 5Y | -63.1% | -26.3% | -36.8% | -60.9% |
| All | -63.1% | -25.9% | -37.2% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling