-64.2%
BAX vs SUI
-26.4%
-37.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +4.1% | +3.7% | +0.3% | +2.6% |
| 3M | -4.5% | -0.4% | -4.2% | -4.6% |
| 6M | +49.2% | -2.8% | +52.0% | +50.3% |
| YTD | +35.2% | -1.6% | +36.9% | +35.4% |
| 1Y | +38.3% | -2.1% | +40.3% | +38.7% |
| 3Y | -19.0% | +18.5% | -37.5% | -25.5% |
| All | -64.2% | -26.4% | -37.8% | -62.2% |
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 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