+28.8%
BAC vs SE
-41.4%
+70.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | -0.7% | -0.1% | -0.6% | -0.8% |
| 3M | +16.9% | +34.1% | -17.2% | +14.5% |
| 6M | +29.6% | +23.2% | +6.4% | +26.7% |
| YTD | +15.3% | -11.2% | +26.4% | +14.1% |
| 1Y | +28.8% | -40.5% | +69.4% | +24.2% |
| All | +28.8% | -41.4% | +70.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling