+12.4%
SPY vs BAX
+48.0%
-35.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -2.4% | +6.3% | -8.6% | -3.0% |
| 3M | -1.2% | -4.6% | +3.4% | -0.7% |
| 6M | +3.3% | +50.4% | -47.1% | -1.7% |
| YTD | +12.3% | +38.0% | -25.7% | +6.9% |
| 1Y | +12.4% | +44.6% | -32.2% | +6.4% |
| All | +12.4% | +48.0% | -35.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling