+77.7%
SPY vs BAC
+99.1%
-21.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.6% | +3.2% | -0.6% | +1.4% |
| 30D | -2.0% | -0.7% | -1.3% | -1.7% |
| 3M | -2.8% | -20.0% | +17.2% | +5.0% |
| 6M | +2.1% | +3.4% | -1.3% | +0.3% |
| YTD | +11.5% | -5.7% | +17.2% | +12.9% |
| 1Y | +13.5% | -1.4% | +14.9% | +12.9% |
| 3Y | +77.7% | +97.9% | -20.2% | +42.2% |
| All | +77.7% | +99.1% | -21.4% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling