+167.0%
BAC vs SRE
+1,425.7%
-1,258.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | -5.6% | +3.8% | +1.3% |
| 30D | -7.2% | -4.5% | -2.7% | -4.9% |
| 3M | -20.4% | -7.7% | -12.7% | -17.2% |
| 6M | +1.3% | -14.4% | +15.7% | +9.4% |
| YTD | -6.4% | -9.4% | +3.0% | -2.7% |
| 1Y | -3.5% | -13.8% | +10.3% | +3.0% |
| 3Y | +96.7% | +22.2% | +74.5% | +67.6% |
| 5Y | +20.6% | +50.5% | -29.9% | -10.0% |
| 10Y | +233.0% | +124.1% | +108.9% | +87.4% |
| All | +167.0% | +1,425.7% | -1,258.7% | -31.1% |
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 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