+565.7%
BAC vs SPXU
-100.0%
+665.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | +0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.4% | +0.8% | -1.2% | 0.0% |
| 3M | +16.9% | -4.7% | +21.6% | +15.2% |
| 6M | +26.6% | -29.6% | +56.2% | +10.0% |
| YTD | +15.8% | -29.9% | +45.7% | +1.0% |
| 1Y | +27.2% | -39.1% | +66.2% | +5.0% |
| 3Y | +132.4% | -80.0% | +212.4% | +30.3% |
| 5Y | +72.6% | -86.0% | +158.6% | -0.5% |
| 10Y | +389.7% | -99.5% | +489.3% | -15.8% |
| All | +565.7% | -100.0% | +665.7% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling