+139.4%
BAC vs SPYM
+80.9%
+58.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +16.9% | +2.0% | +14.9% | +14.5% |
| 6M | +26.6% | +13.1% | +13.6% | +12.0% |
| YTD | +15.8% | +13.6% | +2.2% | +1.9% |
| 1Y | +27.2% | +20.1% | +7.1% | +5.9% |
| All | +139.4% | +80.9% | +58.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling