+71.4%
BAC vs SPOT
+107.9%
-36.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -0.4% | +12.5% | -12.9% | -2.1% |
| 3M | +16.9% | +9.9% | +7.0% | +15.0% |
| 6M | +26.6% | +1.6% | +25.0% | +25.4% |
| YTD | +15.8% | -6.6% | +22.4% | +15.8% |
| 1Y | +27.2% | -22.9% | +50.1% | +31.0% |
| 3Y | +132.4% | +244.3% | -111.9% | +81.9% |
| All | +71.4% | +107.9% | -36.4% | +34.0% |
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