+31.8%
BA vs SRE
+108.6%
-76.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.7% |
| 7D | +1.1% | -9.2% | +10.2% | +6.8% |
| 30D | -7.9% | -1.9% | -6.0% | -7.1% |
| 3M | -25.3% | -6.5% | -18.8% | -22.9% |
| 6M | -24.6% | -15.2% | -9.3% | -17.8% |
| YTD | -20.1% | -9.5% | -10.7% | -17.0% |
| 1Y | -11.8% | -13.2% | +1.5% | -6.1% |
| 3Y | -10.1% | +19.5% | -29.6% | -27.3% |
| 5Y | -22.7% | +43.6% | -66.3% | -47.3% |
| All | +31.8% | +108.6% | -76.8% | -15.1% |
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 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