+311.1%
SPY vs BAX
-35.7%
+346.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -2.4% | +6.3% | -8.6% | -4.1% |
| 3M | -1.2% | -4.6% | +3.4% | -0.3% |
| 6M | +3.3% | +50.4% | -47.1% | -8.7% |
| YTD | +12.3% | +38.0% | -25.7% | +0.2% |
| 1Y | +12.4% | +44.6% | -32.2% | -1.2% |
| 3Y | +78.8% | -15.1% | +94.0% | +76.7% |
| 5Y | +75.2% | -63.3% | +138.5% | +137.1% |
| 10Y | +311.1% | -34.4% | +345.5% | +374.6% |
| All | +311.1% | -35.7% | +346.8% | +374.6% |
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