+88.7%
BAC vs SUI
+16.8%
+71.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -2.7% | +8.8% | -11.5% | -4.7% |
| 30D | -8.0% | +8.9% | -16.9% | -10.0% |
| 3M | -20.9% | +2.0% | -23.0% | -21.4% |
| 6M | -5.4% | -0.6% | -4.7% | -5.5% |
| YTD | -8.1% | +1.3% | -9.4% | -8.8% |
| 1Y | -3.1% | +1.3% | -4.4% | -3.9% |
| All | +88.7% | +16.8% | +71.9% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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