+112.2%
BAC vs SN
+490.7%
-378.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +1.1% | -9.3% | +10.4% | +2.8% |
| 30D | -0.4% | -4.8% | +4.4% | +0.4% |
| 3M | +16.9% | +40.4% | -23.5% | +8.9% |
| 6M | +26.6% | +50.9% | -24.3% | +15.8% |
| YTD | +15.8% | +54.9% | -39.2% | +5.1% |
| 1Y | +27.2% | +43.0% | -15.9% | +16.8% |
| 3Y | +132.4% | +391.8% | -259.4% | +79.6% |
| All | +112.2% | +490.7% | -378.5% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling