-3.5%
BAC vs SFM
-36.1%
+32.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -1.9% | -7.1% | +5.2% | -2.0% |
| 30D | -7.2% | -21.4% | +14.2% | -7.4% |
| 3M | -20.4% | -40.1% | +19.7% | -21.0% |
| 6M | +1.3% | -38.0% | +39.3% | +0.7% |
| YTD | -6.4% | -36.5% | +30.1% | -5.9% |
| 1Y | -3.5% | -35.2% | +31.7% | -3.3% |
| All | -3.5% | -36.1% | +32.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling