+3,029.2%
SPY vs BAX
+605.6%
+2,423.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.7% |
| 7D | +0.1% | +9.0% | -9.0% | -2.4% |
| 30D | -3.3% | +8.5% | -11.8% | -5.8% |
| 3M | -2.4% | -4.1% | +1.7% | -1.7% |
| 6M | +2.6% | +46.9% | -44.4% | -9.3% |
| YTD | +11.2% | +38.4% | -27.2% | -1.2% |
| 1Y | +13.4% | +47.0% | -33.6% | -1.3% |
| 3Y | +79.9% | -14.9% | +94.8% | +77.2% |
| 5Y | +72.2% | -62.5% | +134.7% | +113.8% |
| 10Y | +307.3% | -33.9% | +341.2% | +321.4% |
| All | +3,029.2% | +605.6% | +2,423.6% | +1,686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling