+18.0%
BAC vs SM
-11.5%
+29.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.2% | -25.9% | +24.7% | +3.0% |
| 30D | -7.7% | -15.1% | +7.5% | -5.8% |
| 3M | -21.2% | +4.9% | -26.0% | -22.6% |
| 6M | -6.8% | +6.1% | -13.0% | -9.7% |
| YTD | -8.7% | +63.4% | -72.1% | -19.8% |
| 1Y | -5.3% | +72.5% | -77.8% | -17.9% |
| 3Y | +87.4% | -16.9% | +104.3% | +81.4% |
| All | +18.0% | -11.5% | +29.5% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling