+237.7%
BAC vs STM
+431.2%
-193.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.1% | -7.9% | +10.0% | +4.0% |
| 30D | -6.7% | -14.1% | +7.4% | -3.4% |
| 3M | -20.2% | -17.6% | -2.6% | -16.9% |
| 6M | -0.2% | -24.2% | +24.0% | +2.7% |
| YTD | -6.4% | +73.3% | -79.7% | -26.7% |
| 1Y | -3.1% | +90.1% | -93.2% | -26.4% |
| 3Y | +96.7% | +10.3% | +86.4% | +67.1% |
| 5Y | +21.3% | -5.7% | +27.0% | +4.0% |
| 10Y | +237.7% | +444.1% | -206.4% | +56.1% |
| All | +237.7% | +431.2% | -193.5% | +56.1% |
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