+166.4%
BAC vs SRE
+1,436.4%
-1,270.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +2.0% | -8.4% | +10.4% | +6.9% |
| 30D | -6.9% | -3.2% | -3.8% | -5.4% |
| 3M | -19.6% | -5.3% | -14.3% | -17.5% |
| 6M | -0.5% | -12.6% | +12.1% | +6.3% |
| YTD | -6.6% | -8.8% | +2.1% | -3.3% |
| 1Y | -3.0% | -13.4% | +10.5% | +3.3% |
| 3Y | +97.3% | +24.4% | +72.9% | +66.4% |
| 5Y | +21.9% | +47.3% | -25.5% | -8.0% |
| 10Y | +251.7% | +116.7% | +135.0% | +101.7% |
| All | +166.4% | +1,436.4% | -1,270.0% | -31.6% |
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