+87.4%
BAC vs SFM
+18.5%
+68.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | -0.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -7.7% | -24.8% | +17.1% | -6.0% |
| 3M | -21.2% | -43.7% | +22.5% | -17.8% |
| 6M | -6.8% | -37.3% | +30.4% | -4.2% |
| YTD | -8.7% | -38.4% | +29.7% | -6.1% |
| 1Y | -5.3% | -36.9% | +31.6% | -3.0% |
| 3Y | +87.4% | +20.7% | +66.8% | +89.2% |
| All | +87.4% | +18.5% | +68.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling