-4.7%
BAC vs SPXU
-25.8%
+21.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | 0.0% |
| 7D | +1.5% | -9.4% | +10.9% | -1.0% |
| 30D | -6.4% | +7.4% | -13.8% | -4.1% |
| 3M | -21.7% | +6.2% | -27.8% | -19.8% |
| 6M | +0.5% | -7.2% | +7.7% | -0.2% |
| YTD | -6.7% | -26.8% | +20.1% | -13.3% |
| 1Y | -4.7% | -26.3% | +21.6% | -10.8% |
| All | -4.7% | -25.8% | +21.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling