+287.2%
BANF vs SPY
+322.5%
-35.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | -1.8% | -0.8% | -1.0% | -1.0% |
| 30D | -3.0% | -1.1% | -1.9% | -2.0% |
| 3M | -2.4% | +3.9% | -6.3% | -6.2% |
| 6M | +4.6% | +13.6% | -9.0% | -8.3% |
| YTD | +5.5% | +12.7% | -7.1% | -6.7% |
| 1Y | -16.1% | +17.5% | -33.6% | -29.0% |
| 3Y | +33.2% | +76.9% | -43.7% | -25.4% |
| 5Y | +124.9% | +83.6% | +41.3% | +18.1% |
| All | +287.2% | +322.5% | -35.2% | -27.5% |
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 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