+96.7%
BAC vs SN
+431.1%
-334.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.1% | +7.6% | -5.5% | +0.6% |
| 30D | -6.7% | +22.4% | -29.1% | -10.5% |
| 3M | -20.2% | +21.7% | -41.9% | -23.6% |
| 6M | -0.2% | +102.8% | -103.0% | -15.2% |
| YTD | -6.4% | +102.4% | -108.8% | -20.9% |
| 1Y | -3.1% | +139.0% | -142.1% | -21.3% |
| 3Y | +96.7% | +440.4% | -343.7% | +34.5% |
| All | +96.7% | +431.1% | -334.4% | +34.5% |
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