+66.0%
BAC vs SMR
+7.6%
+58.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.7% |
| 7D | +0.6% | +13.1% | -12.5% | -0.2% |
| 30D | -1.4% | +17.8% | -19.1% | -2.6% |
| 3M | +15.7% | +8.1% | +7.6% | +14.4% |
| 6M | +32.2% | -11.1% | +43.3% | +31.3% |
| YTD | +15.8% | -23.7% | +39.5% | +15.5% |
| 1Y | +27.3% | -69.4% | +96.7% | +33.3% |
| 3Y | +137.5% | +82.6% | +54.8% | +92.8% |
| All | +66.0% | +7.6% | +58.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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