+2,956.9%
SPY vs BAC
+807.0%
+2,149.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -5.4% | -7.7% | +2.3% | -3.2% |
| 3M | -4.1% | -21.2% | +17.1% | +2.6% |
| 6M | +0.7% | -6.8% | +7.6% | +2.5% |
| YTD | +8.7% | -8.7% | +17.4% | +11.0% |
| 1Y | +10.9% | -5.3% | +16.2% | +12.1% |
| 3Y | +75.0% | +87.4% | -12.5% | +43.5% |
| 5Y | +67.8% | +18.9% | +48.9% | +55.3% |
| 10Y | +312.9% | +273.3% | +39.6% | +167.5% |
| All | +2,956.9% | +807.0% | +2,149.9% | +992.7% |
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