+5,083.2%
BANF vs SPY
+3,074.3%
+2,009.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +3.3% | +0.5% | +2.8% | +2.9% |
| 30D | -1.5% | -0.9% | -0.6% | -0.8% |
| 3M | +0.9% | +3.9% | -3.0% | -2.3% |
| 6M | +3.2% | +14.5% | -11.3% | -7.6% |
| YTD | +5.9% | +12.9% | -7.0% | -4.1% |
| 1Y | -16.3% | +19.4% | -35.7% | -27.4% |
| 3Y | +31.9% | +78.5% | -46.6% | -16.3% |
| 5Y | +123.0% | +81.8% | +41.3% | +37.3% |
| 10Y | +283.6% | +311.5% | -27.9% | +33.1% |
| All | +5,083.2% | +3,074.3% | +2,009.0% | +712.4% |
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