+67.3%
BAC vs SN
+659.6%
-592.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | -1.2% | +7.2% | -8.4% | -2.4% |
| 30D | -7.7% | +20.4% | -28.1% | -10.7% |
| 3M | -21.2% | +23.9% | -45.1% | -24.4% |
| 6M | -6.8% | +93.0% | -99.9% | -18.4% |
| YTD | -8.7% | +99.2% | -107.9% | -20.9% |
| 1Y | -5.3% | +142.6% | -147.9% | -21.1% |
| 3Y | +87.4% | +398.8% | -311.4% | +40.2% |
| All | +67.3% | +659.6% | -592.2% | +23.7% |
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