+139.4%
BAC vs SM
-6.8%
+146.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -0.4% | +26.3% | -26.7% | -3.8% |
| 3M | +16.9% | +8.7% | +8.2% | +15.0% |
| 6M | +26.6% | +51.7% | -25.1% | +15.7% |
| YTD | +15.8% | +99.0% | -83.3% | -0.6% |
| 1Y | +27.2% | +34.6% | -7.4% | +18.7% |
| All | +139.4% | -6.8% | +146.2% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling