+251.7%
BAC vs SPY
+315.0%
-63.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | -6.9% | -3.3% | -3.6% | -3.2% |
| 3M | -19.6% | -2.4% | -17.2% | -17.3% |
| 6M | -0.5% | +2.6% | -3.0% | -3.9% |
| YTD | -6.6% | +11.2% | -17.9% | -18.1% |
| 1Y | -3.0% | +13.4% | -16.3% | -16.8% |
| 3Y | +97.3% | +79.9% | +17.4% | -4.1% |
| 5Y | +21.9% | +72.2% | -50.3% | -37.6% |
| 10Y | +251.7% | +307.3% | -55.7% | -49.0% |
| All | +251.7% | +315.0% | -63.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling