+96.7%
BAC vs SYY
+25.9%
+70.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +2.1% | +4.7% | -2.7% | +1.1% |
| 30D | -6.7% | -0.7% | -6.0% | -6.8% |
| 3M | -20.2% | -6.8% | -13.5% | -19.2% |
| 6M | -0.2% | +8.6% | -8.9% | -2.8% |
| YTD | -6.4% | +8.4% | -14.8% | -10.7% |
| 1Y | -3.1% | +7.1% | -10.2% | -7.2% |
| 3Y | +96.7% | +25.2% | +71.5% | +61.8% |
| All | +96.7% | +25.9% | +70.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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