+136.4%
BAC vs SPXU
-80.6%
+216.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +0.1% |
| 7D | +1.2% | -1.5% | +2.6% | +0.7% |
| 30D | -0.7% | +3.7% | -4.5% | +0.5% |
| 3M | +16.9% | -9.6% | +26.5% | +13.9% |
| 6M | +29.6% | -32.4% | +62.0% | +15.7% |
| YTD | +15.3% | -28.7% | +43.9% | +5.3% |
| 1Y | +28.8% | -38.2% | +67.0% | +13.0% |
| 3Y | +136.4% | -80.4% | +216.8% | +53.8% |
| All | +136.4% | -80.6% | +216.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling