+250.1%
SPOT vs BAX
-56.4%
+306.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -6.9% | -5.4% | -1.4% | -5.6% |
| 30D | +4.1% | -12.4% | +16.5% | +7.4% |
| 3M | +3.7% | +19.1% | -15.4% | -0.8% |
| 6M | -1.6% | +38.6% | -40.2% | -9.4% |
| YTD | -10.2% | +26.7% | -36.9% | -16.0% |
| 1Y | -25.9% | +1.0% | -26.9% | -27.3% |
| 3Y | +235.6% | -33.9% | +269.5% | +254.9% |
| 5Y | +110.6% | -67.0% | +177.6% | +181.1% |
| All | +250.1% | -56.4% | +306.5% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling