+56.9%
BANC vs SPY
+309.9%
-253.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -1.9% |
| 7D | -3.3% | -0.9% | -2.4% | -2.4% |
| 30D | +3.5% | -2.4% | +5.9% | +6.2% |
| 3M | -7.4% | -1.2% | -6.2% | -6.4% |
| 6M | -3.6% | +3.3% | -6.9% | -7.7% |
| YTD | -5.2% | +12.3% | -17.4% | -17.6% |
| 1Y | +5.0% | +12.4% | -7.4% | -9.0% |
| 3Y | +71.9% | +78.8% | -6.9% | -12.4% |
| 5Y | -7.0% | +75.2% | -82.2% | -51.5% |
| All | +56.9% | +309.9% | -253.0% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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