+798.5%
BAC vs SPY
+2,954.7%
-2,156.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.1% |
| 7D | -1.2% | -2.7% | +1.5% | +2.6% |
| 30D | -7.7% | -5.4% | -2.3% | -0.3% |
| 3M | -21.2% | -4.1% | -17.1% | -16.6% |
| 6M | -6.8% | +0.7% | -7.6% | -8.5% |
| YTD | -8.7% | +8.7% | -17.4% | -19.5% |
| 1Y | -5.3% | +10.9% | -16.2% | -18.9% |
| 3Y | +87.4% | +75.0% | +12.5% | -17.5% |
| 5Y | +18.9% | +67.8% | -48.9% | -45.6% |
| 10Y | +273.3% | +312.9% | -39.6% | -53.5% |
| All | +798.5% | +2,954.7% | -2,156.2% | -87.2% |
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