+23.4%
BA vs SRE
+126.1%
-102.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -0.6% | -1.1% | +0.5% | 0.0% |
| 30D | -8.0% | -4.1% | -3.9% | -6.0% |
| 3M | -25.8% | -7.3% | -18.5% | -23.0% |
| 6M | -27.6% | -14.1% | -13.4% | -21.6% |
| YTD | -21.0% | -8.5% | -12.5% | -18.4% |
| 1Y | -12.3% | -12.0% | -0.2% | -7.3% |
| 3Y | -12.8% | +23.4% | -36.1% | -31.2% |
| 5Y | -22.4% | +51.3% | -73.7% | -49.4% |
| All | +23.4% | +126.1% | -102.7% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling