+72.7%
BAC vs SN
+671.3%
-598.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | +3.2% | +1.5% | +1.7% | +2.9% |
| 30D | -0.7% | +21.5% | -22.2% | -4.2% |
| 3M | -20.0% | +20.0% | -40.0% | -22.8% |
| 6M | +3.4% | +119.9% | -116.5% | -11.7% |
| YTD | -5.7% | +102.3% | -108.1% | -18.6% |
| 1Y | -1.4% | +148.0% | -149.4% | -18.3% |
| 3Y | +97.9% | +450.0% | -352.1% | +46.6% |
| All | +72.7% | +671.3% | -598.5% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling