+262.0%
BAC vs SBAC
+2,208.1%
-1,946.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -0.4% | +6.9% | -7.3% | -1.5% |
| 3M | +16.9% | -8.2% | +25.1% | +18.3% |
| 6M | +26.6% | -1.6% | +28.3% | +26.0% |
| YTD | +15.8% | -0.1% | +15.9% | +14.7% |
| 1Y | +27.2% | -0.5% | +27.6% | +26.0% |
| 3Y | +132.4% | -9.1% | +141.5% | +131.1% |
| 5Y | +72.6% | -43.8% | +116.4% | +84.0% |
| 10Y | +389.7% | +80.5% | +309.2% | +327.8% |
| All | +262.0% | +2,208.1% | -1,946.2% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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