+71.2%
BAC vs SN
+681.9%
-610.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +1.8% |
| 7D | +2.0% | +7.6% | -5.7% | +0.6% |
| 30D | -6.9% | +24.1% | -31.0% | -10.5% |
| 3M | -19.6% | +23.7% | -43.3% | -22.8% |
| 6M | -0.5% | +105.5% | -106.0% | -13.8% |
| YTD | -6.6% | +105.1% | -111.7% | -19.5% |
| 1Y | -3.0% | +148.3% | -151.2% | -19.5% |
| 3Y | +97.3% | +438.7% | -341.4% | +46.2% |
| All | +71.2% | +681.9% | -610.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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