+87.4%
BAC vs SE
+64.9%
+22.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | +2.0% | -3.2% | -1.3% |
| 30D | -7.7% | -20.0% | +12.3% | -5.7% |
| 3M | -21.2% | -31.8% | +10.6% | -18.5% |
| 6M | -6.8% | -15.9% | +9.0% | -6.0% |
| YTD | -8.7% | -40.6% | +31.9% | -5.0% |
| 1Y | -5.3% | -50.7% | +45.4% | +0.3% |
| 3Y | +87.4% | +70.3% | +17.2% | +96.0% |
| All | +87.4% | +64.9% | +22.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling