+391.8%
BAC vs SFM
+293.3%
+98.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | +1.2% | -5.8% | +7.0% | +1.9% |
| 30D | -0.7% | -11.4% | +10.6% | +0.7% |
| 3M | +16.9% | -12.2% | +29.1% | +18.5% |
| 6M | +29.6% | -5.2% | +34.8% | +29.4% |
| YTD | +15.3% | -4.5% | +19.7% | +14.7% |
| 1Y | +28.8% | -45.4% | +74.2% | +38.3% |
| 3Y | +136.4% | +91.1% | +45.3% | +108.1% |
| 5Y | +72.9% | +226.8% | -153.9% | +36.5% |
| 10Y | +391.8% | +291.9% | +99.9% | +250.6% |
| All | +391.8% | +293.3% | +98.4% | +250.6% |
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