+78.0%
SPY vs BAC
+132.7%
-54.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +0.1% | -0.4% | +0.4% | +0.1% |
| 3M | +2.0% | +16.9% | -14.9% | -3.7% |
| 6M | +13.0% | +26.6% | -13.6% | +3.4% |
| YTD | +13.5% | +15.8% | -2.2% | +7.1% |
| 1Y | +20.0% | +27.2% | -7.2% | +9.0% |
| All | +78.0% | +132.7% | -54.8% | +32.3% |
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