+311.5%
SPY vs BAC
+394.6%
-83.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +0.5% | +1.2% | -0.6% | +0.1% |
| 30D | -0.9% | -0.7% | -0.2% | -0.7% |
| 3M | +3.9% | +16.9% | -13.0% | -2.7% |
| 6M | +14.5% | +29.6% | -15.1% | +2.7% |
| YTD | +12.9% | +15.3% | -2.3% | +5.9% |
| 1Y | +19.4% | +28.8% | -9.5% | +6.7% |
| 3Y | +78.5% | +136.4% | -57.9% | +22.0% |
| 5Y | +81.8% | +72.9% | +8.8% | +38.8% |
| 10Y | +311.5% | +391.8% | -80.3% | +109.1% |
| All | +311.5% | +394.6% | -83.1% | +109.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling