+18.0%
BAC vs SO
+75.0%
-57.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.2% | -1.5% | +0.3% | -0.9% |
| 30D | -7.7% | +8.1% | -15.7% | -9.4% |
| 3M | -21.2% | +0.2% | -21.4% | -21.3% |
| 6M | -6.8% | +0.4% | -7.2% | -7.1% |
| YTD | -8.7% | +8.5% | -17.2% | -11.2% |
| 1Y | -5.3% | +4.9% | -10.2% | -7.0% |
| 3Y | +87.4% | +47.9% | +39.5% | +60.8% |
| All | +18.0% | +75.0% | -57.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling