+129.1%
BAC vs SE
+379.8%
-250.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +2.0% |
| 7D | +2.0% | +3.3% | -1.3% | +1.6% |
| 30D | -6.9% | -18.2% | +11.2% | -5.0% |
| 3M | -19.6% | -31.3% | +11.7% | -16.6% |
| 6M | -0.5% | -10.1% | +9.6% | -0.1% |
| YTD | -6.6% | -38.9% | +32.3% | -2.7% |
| 1Y | -3.0% | -48.0% | +45.1% | +2.7% |
| 3Y | +97.3% | +78.8% | +18.5% | +79.8% |
| 5Y | +21.9% | -77.1% | +99.0% | +29.2% |
| All | +129.1% | +379.8% | -250.7% | +65.5% |
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