+1,376.8%
BAC vs SU
+60,256.6%
-58,879.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.1% | +3.6% | -2.5% | +1.1% |
| 30D | -0.4% | +7.9% | -8.3% | -0.4% |
| 3M | +16.9% | +3.5% | +13.4% | +16.9% |
| 6M | +26.6% | +19.0% | +7.7% | +26.6% |
| YTD | +15.8% | +55.0% | -39.2% | +15.7% |
| 1Y | +27.2% | +71.2% | -44.0% | +27.1% |
| 3Y | +132.4% | +117.4% | +15.0% | +132.1% |
| 5Y | +72.6% | +335.2% | -262.6% | +72.2% |
| 10Y | +389.7% | +248.7% | +141.0% | +388.8% |
| All | +1,376.8% | +60,256.6% | -58,879.8% | +1,404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling