+182.8%
BAC vs SE
+597.4%
-414.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | -0.7% | -0.1% | -0.6% | -0.9% |
| 3M | +16.9% | +34.1% | -17.2% | +12.9% |
| 6M | +29.6% | +23.2% | +6.4% | +25.9% |
| YTD | +15.3% | -11.2% | +26.4% | +15.6% |
| 1Y | +28.8% | -40.5% | +69.4% | +34.5% |
| 3Y | +136.4% | +196.3% | -59.9% | +104.1% |
| 5Y | +72.9% | -67.0% | +140.0% | +76.2% |
| All | +182.8% | +597.4% | -414.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling