+135.1%
BAC vs SO
+45.7%
+89.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -0.4% | -4.6% | +4.2% | +0.4% |
| 3M | +16.9% | -3.0% | +19.9% | +17.4% |
| 6M | +26.6% | -8.3% | +34.9% | +28.2% |
| YTD | +15.8% | +3.5% | +12.3% | +14.2% |
| 1Y | +27.2% | -0.9% | +28.1% | +26.7% |
| All | +135.1% | +45.7% | +89.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling