+775.7%
BAX vs SUI
+4,171.7%
-3,396.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +9.1% | +8.8% | +0.4% | +7.1% |
| 30D | +5.3% | +8.9% | -3.6% | +3.2% |
| 3M | -6.1% | +2.0% | -8.1% | -6.6% |
| 6M | +53.3% | -0.6% | +53.9% | +53.3% |
| YTD | +34.4% | +1.3% | +33.1% | +33.8% |
| 1Y | +43.2% | +1.3% | +41.9% | +42.5% |
| 3Y | -20.1% | +16.3% | -36.4% | -23.6% |
| 5Y | -63.7% | -25.1% | -38.7% | -62.3% |
| 10Y | -36.3% | +121.1% | -157.4% | -47.6% |
| All | +775.7% | +4,171.7% | -3,396.0% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling