+34.2%
BAC vs SMR
-48.1%
+82.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.5% |
| 7D | +2.1% | -2.8% | +4.8% | +2.1% |
| 30D | -6.7% | -27.5% | +20.8% | -5.0% |
| 3M | -20.2% | -43.1% | +22.9% | -17.9% |
| 6M | -0.2% | -58.4% | +58.2% | +4.1% |
| YTD | -6.4% | -63.2% | +56.8% | -2.6% |
| 1Y | -3.1% | -81.6% | +78.5% | +5.2% |
| 3Y | +96.7% | +149.8% | -53.0% | +48.8% |
| All | +34.2% | -48.1% | +82.3% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling