+72.9%
BAC vs SRE
+51.2%
+21.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | +1.2% | +1.4% | -0.3% | +0.6% |
| 30D | -0.7% | +1.9% | -2.6% | -1.7% |
| 3M | +16.9% | -3.3% | +20.2% | +18.1% |
| 6M | +29.6% | -6.4% | +36.0% | +32.3% |
| YTD | +15.3% | -1.8% | +17.1% | +14.8% |
| 1Y | +28.8% | +10.7% | +18.1% | +21.2% |
| 3Y | +136.4% | +31.8% | +104.6% | +96.2% |
| 5Y | +72.9% | +49.2% | +23.7% | +34.1% |
| All | +72.9% | +51.2% | +21.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling