+96.7%
BAC vs SPYM
+78.8%
+17.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +2.1% | -0.6% | +2.6% | +2.6% |
| 30D | -6.7% | -3.7% | -3.0% | -3.4% |
| 3M | -20.2% | -2.7% | -17.5% | -18.2% |
| 6M | -0.2% | +2.2% | -2.4% | -2.6% |
| YTD | -6.4% | +10.9% | -17.3% | -15.6% |
| 1Y | -3.1% | +11.3% | -14.4% | -13.0% |
| 3Y | +96.7% | +76.8% | +19.9% | +5.1% |
| All | +96.7% | +78.8% | +17.9% | +5.1% |
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