+214.5%
BAC vs SM
+18.2%
+196.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -1.1% |
| 7D | +1.5% | +10.6% | -9.1% | -0.2% |
| 30D | -6.4% | -15.0% | +8.6% | -4.4% |
| 3M | -21.7% | +1.7% | -23.3% | -22.6% |
| 6M | +0.5% | +5.9% | -5.4% | -2.2% |
| YTD | -6.7% | +79.0% | -85.7% | -17.8% |
| 1Y | -4.7% | +84.7% | -89.3% | -16.5% |
| 3Y | +96.1% | -3.5% | +99.5% | +86.2% |
| 5Y | +21.7% | +4.9% | +16.8% | +9.3% |
| All | +214.5% | +18.2% | +196.3% | +86.5% |
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