+391.8%
BAC vs SM
+12.3%
+379.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.0% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -0.7% | +31.5% | -32.2% | -5.2% |
| 3M | +16.9% | +17.3% | -0.4% | +13.1% |
| 6M | +29.6% | +48.5% | -18.9% | +19.4% |
| YTD | +15.3% | +106.3% | -91.0% | +0.1% |
| 1Y | +28.8% | +47.3% | -18.5% | +17.7% |
| 3Y | +136.4% | -1.4% | +137.8% | +125.1% |
| 5Y | +72.9% | +114.0% | -41.1% | +38.9% |
| 10Y | +391.8% | +12.5% | +379.3% | +188.7% |
| All | +391.8% | +12.3% | +379.4% | +188.7% |
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