+821.3%
BAC vs SPY
+3,056.6%
-2,235.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.9% |
| 7D | -1.9% | -0.9% | -0.9% | -0.8% |
| 30D | -7.2% | -2.4% | -4.8% | -4.1% |
| 3M | -20.4% | -1.2% | -19.3% | -19.3% |
| 6M | +1.3% | +3.3% | -2.0% | -4.0% |
| YTD | -6.4% | +12.3% | -18.7% | -21.2% |
| 1Y | -3.5% | +12.4% | -16.0% | -19.0% |
| 3Y | +96.7% | +78.8% | +17.9% | -16.0% |
| 5Y | +20.6% | +75.2% | -54.6% | -48.1% |
| 10Y | +233.0% | +311.1% | -78.1% | -58.2% |
| All | +821.3% | +3,056.6% | -2,235.3% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling