+1,376.8%
BAC vs SO
+5,976.4%
-4,599.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +1.1% | -0.2% | +1.2% | +1.2% |
| 30D | -0.4% | -4.6% | +4.2% | +1.7% |
| 3M | +16.9% | -3.0% | +19.9% | +18.3% |
| 6M | +26.6% | -8.3% | +34.9% | +31.0% |
| YTD | +15.8% | +3.5% | +12.3% | +13.1% |
| 1Y | +27.2% | -0.9% | +28.1% | +26.4% |
| 3Y | +132.4% | +45.4% | +87.1% | +90.6% |
| 5Y | +72.6% | +59.6% | +13.0% | +33.3% |
| 10Y | +389.7% | +156.6% | +233.1% | +196.8% |
| All | +1,376.8% | +5,976.4% | -4,599.5% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling