+436.4%
BAC vs SPXU
-100.0%
+536.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | +0.2% |
| 7D | +1.5% | -9.4% | +10.9% | -2.7% |
| 30D | -6.4% | +7.4% | -13.8% | -2.4% |
| 3M | -21.7% | +6.2% | -27.8% | -18.5% |
| 6M | +0.5% | -7.2% | +7.7% | -0.9% |
| YTD | -6.7% | -26.8% | +20.1% | -16.0% |
| 1Y | -4.7% | -26.3% | +21.6% | -13.5% |
| 3Y | +96.1% | -80.6% | +176.7% | +8.4% |
| 5Y | +21.7% | -83.6% | +105.3% | -23.7% |
| 10Y | +232.0% | -99.5% | +331.5% | -41.4% |
| All | +436.4% | -100.0% | +536.4% | -81.7% |
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