+97.9%
BAC vs SU
+132.3%
-34.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | -0.7% | -7.9% | +7.1% | +0.6% |
| 3M | -20.0% | +7.5% | -27.5% | -21.5% |
| 6M | +3.4% | +7.2% | -3.8% | +1.3% |
| YTD | -5.7% | +60.9% | -66.7% | -19.4% |
| 1Y | -1.4% | +63.6% | -65.1% | -16.3% |
| 3Y | +97.9% | +128.9% | -31.0% | +44.9% |
| All | +97.9% | +132.3% | -34.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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