+1,537.1%
SOXX vs BAC
+400.8%
+1,136.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -3.6% | -2.8% | -0.8% | -2.3% |
| 3M | -10.2% | +14.2% | -24.4% | -16.5% |
| 6M | +54.2% | +30.5% | +23.7% | +33.4% |
| YTD | +75.2% | +15.8% | +59.4% | +60.8% |
| 1Y | +107.5% | +26.2% | +81.3% | +81.8% |
| 3Y | +226.8% | +136.5% | +90.2% | +103.4% |
| 5Y | +251.2% | +75.9% | +175.3% | +151.8% |
| All | +1,537.1% | +400.8% | +1,136.3% | +697.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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