-63.9%
BAX vs SUI
-26.3%
-37.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +12.1% | +6.2% | +5.9% | +9.8% |
| 30D | +7.6% | +8.6% | -1.0% | +4.3% |
| 3M | -4.5% | +1.0% | -5.5% | -5.0% |
| 6M | +52.0% | -2.6% | +54.6% | +52.9% |
| YTD | +35.1% | -0.1% | +35.3% | +34.6% |
| 1Y | +43.7% | +0.5% | +43.2% | +42.9% |
| 3Y | -20.9% | +15.3% | -36.2% | -26.5% |
| All | -63.9% | -26.3% | -37.6% | -61.8% |
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