-3.4%
BAC vs SM
+62.4%
-65.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.1% |
| 7D | +2.0% | -22.3% | +24.3% | +0.4% |
| 30D | -6.9% | -21.4% | +14.4% | -8.3% |
| 3M | -19.6% | +1.4% | -20.9% | -19.4% |
| 6M | -0.5% | +0.1% | -0.6% | 0.0% |
| YTD | -6.6% | +59.0% | -65.6% | -8.1% |
| All | -3.4% | +62.4% | -65.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling