+71.4%
BAC vs SFM
+230.0%
-158.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.4% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.4% | -4.4% | +4.0% | 0.0% |
| 3M | +16.9% | +1.5% | +15.4% | +16.4% |
| 6M | +26.6% | +6.5% | +20.1% | +24.8% |
| YTD | +15.8% | +2.2% | +13.6% | +14.6% |
| 1Y | +27.2% | -41.9% | +69.1% | +34.9% |
| 3Y | +132.4% | +106.8% | +25.7% | +110.4% |
| All | +71.4% | +230.0% | -158.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling