-3.4%
BAC vs SO
+6.0%
-9.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.3% |
| 7D | +2.0% | -1.1% | +3.1% | +1.9% |
| 30D | -6.9% | +8.6% | -15.5% | -6.6% |
| 3M | -19.6% | +1.8% | -21.4% | -19.5% |
| 6M | -0.5% | +3.6% | -4.1% | -0.3% |
| YTD | -6.6% | +9.9% | -16.6% | -6.3% |
| All | -3.4% | +6.0% | -9.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling