+158.8%
BAC vs SPOT
+227.0%
-68.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +16.9% | +9.9% | +7.0% | +14.9% |
| 6M | +26.6% | +1.6% | +25.0% | +25.3% |
| YTD | +15.8% | -6.6% | +22.4% | +15.6% |
| 1Y | +27.2% | -22.9% | +50.1% | +30.8% |
| 3Y | +132.4% | +244.3% | -111.9% | +80.4% |
| 5Y | +72.6% | +117.8% | -45.2% | +37.4% |
| All | +158.8% | +227.0% | -68.2% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling