+307.3%
SPY vs BAC
+257.8%
+49.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.4% |
| 7D | +0.1% | +2.0% | -1.9% | -0.7% |
| 30D | -3.3% | -6.9% | +3.6% | -0.5% |
| 3M | -2.4% | -19.6% | +17.2% | +6.3% |
| 6M | +2.6% | -0.5% | +3.0% | +2.2% |
| YTD | +11.2% | -6.6% | +17.9% | +13.4% |
| 1Y | +13.4% | -3.0% | +16.3% | +13.8% |
| 3Y | +79.9% | +97.3% | -17.4% | +32.1% |
| 5Y | +72.2% | +21.9% | +50.3% | +51.6% |
| 10Y | +307.3% | +251.7% | +55.7% | +150.1% |
| All | +307.3% | +257.8% | +49.5% | +150.1% |
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 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