+251.7%
BAC vs SO
+184.0%
+67.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.7% |
| 7D | +2.0% | -1.1% | +3.1% | +2.4% |
| 30D | -6.9% | +8.6% | -15.5% | -10.2% |
| 3M | -19.6% | +1.8% | -21.4% | -20.3% |
| 6M | -0.5% | +3.6% | -4.1% | -2.3% |
| YTD | -6.6% | +9.9% | -16.6% | -11.2% |
| 1Y | -3.0% | +5.7% | -8.7% | -6.2% |
| 3Y | +97.3% | +52.5% | +44.8% | +57.9% |
| 5Y | +21.9% | +77.3% | -55.4% | -11.1% |
| 10Y | +251.7% | +186.8% | +64.9% | +162.1% |
| All | +251.7% | +184.0% | +67.7% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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