+1,205.3%
BAC vs STM
+2,285.7%
-1,080.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.7% |
| 7D | +1.1% | +5.8% | -4.7% | -0.8% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +16.9% | -33.3% | +50.2% | +29.2% |
| 6M | +26.6% | +57.4% | -30.7% | +3.1% |
| YTD | +15.8% | +102.2% | -86.4% | -14.1% |
| 1Y | +27.2% | +99.6% | -72.4% | -6.3% |
| 3Y | +132.4% | +14.5% | +117.9% | +94.5% |
| 5Y | +72.6% | +21.4% | +51.2% | +35.6% |
| 10Y | +389.7% | +695.0% | -305.2% | +81.9% |
| All | +1,205.3% | +2,285.7% | -1,080.4% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling