-1.4%
BAC vs SRE
-11.2%
+9.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.2% | +1.8% | +1.5% | +3.1% |
| 30D | -0.7% | -3.0% | +2.3% | -0.5% |
| 3M | -20.0% | -7.3% | -12.7% | -19.6% |
| 6M | +3.4% | -11.9% | +15.3% | +4.0% |
| YTD | -5.7% | -7.9% | +2.1% | -5.9% |
| 1Y | -1.4% | -11.1% | +9.7% | -0.7% |
| All | -1.4% | -11.2% | +9.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling