+391.8%
BAC vs SAP
+173.6%
+218.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | -0.7% | +2.6% | -3.3% | -2.0% |
| 3M | +16.9% | +16.3% | +0.7% | +9.1% |
| 6M | +29.6% | +6.4% | +23.2% | +24.3% |
| YTD | +15.3% | -11.4% | +26.7% | +18.0% |
| 1Y | +28.8% | -20.4% | +49.2% | +37.8% |
| 3Y | +136.4% | +56.5% | +79.9% | +77.5% |
| 5Y | +72.9% | +56.8% | +16.1% | +25.7% |
| 10Y | +391.8% | +176.2% | +215.6% | +167.6% |
| All | +391.8% | +173.6% | +218.1% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling