+217.6%
BAC vs SM
+18.0%
+199.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.2% | +9.4% | -6.2% | +1.7% |
| 30D | -0.7% | -14.4% | +13.6% | +1.2% |
| 3M | -20.0% | +1.6% | -21.5% | -20.9% |
| 6M | +3.4% | +6.3% | -2.9% | +0.6% |
| YTD | -5.7% | +78.8% | -84.5% | -16.9% |
| 1Y | -1.4% | +83.1% | -84.6% | -13.6% |
| 3Y | +97.9% | -5.9% | +103.8% | +88.8% |
| 5Y | +22.9% | +4.8% | +18.1% | +10.4% |
| All | +217.6% | +18.0% | +199.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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