+781.9%
BAX vs SUI
+4,037.5%
-3,255.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | -5.5% | -1.2% | -4.3% | -5.2% |
| 3M | +33.5% | -1.7% | +35.3% | +34.0% |
| 6M | +35.9% | -10.5% | +46.3% | +39.3% |
| YTD | +35.4% | -1.8% | +37.2% | +35.8% |
| 1Y | +9.8% | -4.1% | +13.8% | +10.6% |
| 3Y | -32.7% | +11.3% | -44.0% | -35.0% |
| 5Y | -65.6% | -32.1% | -33.4% | -63.4% |
| 10Y | -34.9% | +110.4% | -145.4% | -45.8% |
| All | +781.9% | +4,037.5% | -3,255.7% | +393.1% |
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