+735.9%
BAC vs SAP
+2,233.8%
-1,497.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -2.9% | +4.0% | +2.0% |
| 30D | -0.4% | +9.0% | -9.4% | -3.5% |
| 3M | +16.9% | +14.9% | +2.0% | +10.2% |
| 6M | +26.6% | +11.9% | +14.7% | +19.5% |
| YTD | +15.8% | -9.9% | +25.7% | +16.7% |
| 1Y | +27.2% | -19.5% | +46.7% | +33.0% |
| 3Y | +132.4% | +61.8% | +70.6% | +86.3% |
| 5Y | +72.6% | +56.2% | +16.4% | +38.1% |
| 10Y | +389.7% | +180.6% | +209.1% | +213.0% |
| All | +735.9% | +2,233.8% | -1,497.8% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling