+9.4%
BAC vs SNDU
-33.0%
+42.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -11.4% | +12.4% | +1.1% |
| 7D | +3.2% | +9.0% | -5.7% | +3.1% |
| 30D | -0.7% | -67.4% | +66.7% | -0.2% |
| 3M | -20.0% | -75.6% | +55.6% | -19.5% |
| 6M | +3.4% | -84.0% | +87.4% | +2.7% |
| All | +9.4% | -33.0% | +42.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 5y: compounded portfolio wealth divided by compounded SNDU 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…
5y analysis · Full analysis span regression · 6 months rolling