+214.5%
BAC vs SRE
+126.1%
+88.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +1.5% | -1.1% | +2.6% | +2.0% |
| 30D | -6.4% | -4.1% | -2.3% | -4.6% |
| 3M | -21.7% | -7.3% | -14.4% | -19.1% |
| 6M | +0.5% | -14.1% | +14.6% | +7.3% |
| YTD | -6.7% | -8.5% | +1.8% | -4.0% |
| 1Y | -4.7% | -12.0% | +7.4% | -0.1% |
| 3Y | +96.1% | +23.4% | +72.7% | +68.3% |
| 5Y | +21.7% | +51.3% | -29.6% | -7.1% |
| All | +214.5% | +126.1% | +88.4% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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