+145.8%
BANC vs SPY
+1,124.9%
-979.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -0.9% | +3.3% | -4.2% | -3.2% |
| 30D | +3.8% | -2.7% | +6.5% | +5.7% |
| 3M | -8.5% | -1.7% | -6.8% | -7.5% |
| 6M | -3.2% | +3.1% | -6.3% | -5.4% |
| YTD | -5.9% | +11.9% | -17.8% | -13.1% |
| 1Y | +5.4% | +12.0% | -6.6% | -2.7% |
| 3Y | +70.6% | +78.2% | -7.6% | +16.5% |
| 5Y | -6.0% | +73.2% | -79.2% | -34.3% |
| 10Y | +61.9% | +309.6% | -247.8% | -26.3% |
| All | +145.8% | +1,124.9% | -979.1% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling