+135.1%
BAC vs SN
+389.7%
-254.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.1% | -9.3% | +10.4% | +3.1% |
| 30D | -0.4% | -4.8% | +4.4% | +0.4% |
| 3M | +16.9% | +40.4% | -23.5% | +7.9% |
| 6M | +26.6% | +50.9% | -24.3% | +14.5% |
| YTD | +15.8% | +54.9% | -39.2% | +3.8% |
| 1Y | +27.2% | +43.0% | -15.9% | +15.5% |
| All | +135.1% | +389.7% | -254.6% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling