+217.6%
BAC vs STM
+470.7%
-253.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +3.2% | +12.0% | -8.8% | +0.1% |
| 30D | -0.7% | -0.4% | -0.4% | -1.3% |
| 3M | -20.0% | -13.2% | -6.8% | -17.8% |
| 6M | +3.4% | -26.1% | +29.5% | +7.6% |
| YTD | -5.7% | +81.2% | -86.9% | -27.1% |
| 1Y | -1.4% | +98.3% | -99.8% | -26.0% |
| 3Y | +97.9% | +16.7% | +81.2% | +65.4% |
| 5Y | +22.9% | -4.8% | +27.8% | +5.5% |
| All | +217.6% | +470.7% | -253.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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