+263.2%
BAC vs SAP
+216.8%
+46.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.9% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -7.7% | +11.1% | -18.8% | -11.3% |
| 3M | -21.2% | +17.0% | -38.2% | -26.2% |
| 6M | -6.8% | +34.8% | -41.7% | -18.5% |
| YTD | -8.7% | -2.2% | -6.5% | -10.2% |
| 1Y | -5.3% | -6.4% | +1.2% | -5.0% |
| 3Y | +87.4% | +75.1% | +12.3% | +34.6% |
| 5Y | +18.9% | +69.8% | -50.9% | -16.0% |
| All | +263.2% | +216.8% | +46.4% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling