+18.0%
BAC vs SUI
-26.3%
+44.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -1.2% | +6.2% | -7.4% | -3.0% |
| 30D | -7.7% | +8.6% | -16.2% | -10.2% |
| 3M | -21.2% | +1.0% | -22.1% | -21.6% |
| 6M | -6.8% | -2.6% | -4.2% | -6.5% |
| YTD | -8.7% | -0.1% | -8.6% | -9.3% |
| 1Y | -5.3% | +0.5% | -5.8% | -6.1% |
| 3Y | +87.4% | +15.3% | +72.2% | +73.6% |
| All | +18.0% | -26.3% | +44.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling