+75.6%
BAC vs SU
+341.5%
-265.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +1.7% | -1.9% | -0.7% |
| 30D | -1.8% | +9.6% | -11.4% | -4.2% |
| 3M | +15.3% | +11.7% | +3.6% | +11.5% |
| 6M | +30.2% | +21.9% | +8.2% | +21.9% |
| YTD | +15.6% | +58.6% | -43.1% | -0.4% |
| 1Y | +27.5% | +66.5% | -39.1% | +8.1% |
| 3Y | +137.0% | +121.4% | +15.6% | +81.4% |
| 5Y | +75.6% | +355.7% | -280.1% | +2.3% |
| All | +75.6% | +341.5% | -265.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling