+18.0%
BAC vs SPOT
+110.1%
-92.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | -7.7% | +17.6% | -25.2% | -9.9% |
| 3M | -21.2% | +26.9% | -48.1% | -24.1% |
| 6M | -6.8% | +41.8% | -48.6% | -12.1% |
| YTD | -8.7% | +3.8% | -12.5% | -10.3% |
| 1Y | -5.3% | -2.5% | -2.8% | -6.0% |
| 3Y | +87.4% | +260.6% | -173.1% | +45.2% |
| All | +18.0% | +110.1% | -92.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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