+392.9%
BAC vs SNY
+64.5%
+328.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | 0.0% | -3.3% | +3.3% | +1.1% |
| 30D | -2.8% | -2.2% | -0.6% | -2.2% |
| 3M | +14.2% | -3.0% | +17.3% | +15.1% |
| 6M | +30.5% | +2.7% | +27.8% | +28.9% |
| YTD | +15.8% | -6.8% | +22.7% | +17.8% |
| 1Y | +26.2% | -5.3% | +31.4% | +27.1% |
| 3Y | +136.5% | -9.8% | +146.3% | +134.9% |
| 5Y | +75.9% | +9.7% | +66.3% | +55.8% |
| All | +392.9% | +64.5% | +328.4% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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