+441.5%
BAC vs SFM
+132.6%
+308.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.4% | -4.4% | +4.0% | +0.1% |
| 3M | +16.9% | +1.5% | +15.4% | +16.2% |
| 6M | +26.6% | +6.5% | +20.1% | +24.3% |
| YTD | +15.8% | +2.2% | +13.6% | +14.2% |
| 1Y | +27.2% | -41.9% | +69.1% | +35.4% |
| 3Y | +132.4% | +106.8% | +25.7% | +101.7% |
| 5Y | +72.6% | +231.6% | -159.0% | +35.7% |
| 10Y | +389.7% | +258.4% | +131.3% | +258.7% |
| All | +441.5% | +132.6% | +308.9% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling