+71.4%
BAC vs SE
-68.6%
+140.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | -6.1% | +7.2% | +1.8% |
| 30D | -0.4% | -2.5% | +2.1% | -0.3% |
| 3M | +16.9% | +21.7% | -4.8% | +14.0% |
| 6M | +26.6% | +27.0% | -0.4% | +22.5% |
| YTD | +15.8% | -12.1% | +27.9% | +16.3% |
| 1Y | +27.2% | -40.9% | +68.1% | +33.0% |
| 3Y | +132.4% | +191.0% | -58.6% | +101.3% |
| All | +71.4% | -68.6% | +140.1% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling