+230.3%
BAC vs SRE
+1,525.5%
-1,295.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -0.4% | -0.7% | +0.3% | -0.3% |
| 3M | +16.9% | -6.3% | +23.2% | +20.6% |
| 6M | +26.6% | -10.7% | +37.3% | +33.5% |
| YTD | +15.8% | -3.5% | +19.3% | +16.5% |
| 1Y | +27.2% | +5.3% | +21.9% | +21.5% |
| 3Y | +132.4% | +31.8% | +100.6% | +90.1% |
| 5Y | +72.6% | +47.4% | +25.2% | +30.5% |
| 10Y | +389.7% | +120.6% | +269.2% | +177.3% |
| All | +230.3% | +1,525.5% | -1,295.3% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling