+319.7%
SPY vs BAX
-37.8%
+357.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.4% | -5.1% | +4.7% | +1.0% |
| 30D | -1.4% | -12.2% | +10.8% | +2.0% |
| 3M | +3.7% | +21.8% | -18.1% | -2.4% |
| 6M | +13.0% | +36.3% | -23.3% | +2.5% |
| YTD | +12.4% | +27.8% | -15.4% | +2.7% |
| 1Y | +18.5% | -0.1% | +18.6% | +15.8% |
| 3Y | +77.6% | -33.3% | +110.9% | +90.1% |
| 5Y | +81.7% | -67.1% | +148.8% | +154.2% |
| 10Y | +319.7% | -36.9% | +356.6% | +373.3% |
| All | +319.7% | -37.8% | +357.5% | +373.3% |
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