+75.0%
SPY vs BAC
+85.9%
-10.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | -5.4% | -7.7% | +2.3% | -2.7% |
| 3M | -4.1% | -21.2% | +17.1% | +4.1% |
| 6M | +0.7% | -6.8% | +7.6% | +2.7% |
| YTD | +8.7% | -8.7% | +17.4% | +11.3% |
| 1Y | +10.9% | -5.3% | +16.2% | +11.9% |
| 3Y | +75.0% | +87.4% | -12.5% | +41.9% |
| All | +75.0% | +85.9% | -10.9% | +41.9% |
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