+251.7%
BAC vs SFM
+146.8%
+104.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | +2.0% | -10.2% | +12.2% | +3.3% |
| 30D | -6.9% | -23.9% | +16.9% | -4.3% |
| 3M | -19.6% | -42.3% | +22.7% | -14.4% |
| 6M | -0.5% | -40.1% | +39.7% | +4.9% |
| YTD | -6.6% | -37.8% | +31.2% | -2.6% |
| 1Y | -3.0% | -37.1% | +34.1% | +1.0% |
| 3Y | +97.3% | +21.5% | +75.8% | +82.6% |
| 5Y | +21.9% | +103.8% | -81.9% | +1.5% |
| 10Y | +251.7% | +142.0% | +109.7% | +175.0% |
| All | +251.7% | +146.8% | +104.9% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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