+3,058.8%
SPY vs BAC
+829.9%
+2,228.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -1.9% | +0.9% | -0.3% |
| 30D | -2.4% | -7.2% | +4.8% | -0.2% |
| 3M | -1.2% | -20.4% | +19.3% | +5.5% |
| 6M | +3.3% | +1.3% | +2.0% | +2.6% |
| YTD | +12.3% | -6.4% | +18.7% | +13.9% |
| 1Y | +12.4% | -3.5% | +16.0% | +13.0% |
| 3Y | +78.8% | +96.7% | -17.9% | +44.6% |
| 5Y | +75.2% | +20.6% | +54.6% | +61.5% |
| 10Y | +311.1% | +233.0% | +78.1% | +174.8% |
| All | +3,058.8% | +829.9% | +2,228.9% | +1,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling