+129.7%
BAC vs SE
+372.6%
-242.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | 0.0% | +2.0% | +2.1% |
| 30D | -6.7% | -19.4% | +12.7% | -4.6% |
| 3M | -20.2% | -33.1% | +12.9% | -17.0% |
| 6M | -0.2% | -11.4% | +11.2% | +0.4% |
| YTD | -6.4% | -39.8% | +33.4% | -2.3% |
| 1Y | -3.1% | -50.5% | +47.4% | +3.1% |
| 3Y | +96.7% | +68.9% | +27.9% | +80.5% |
| 5Y | +21.3% | -77.1% | +98.4% | +28.5% |
| All | +129.7% | +372.6% | -242.9% | +66.2% |
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