+26.6%
BA vs SRE
+117.6%
-91.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | 0.0% | -8.2% | +8.2% | +5.1% |
| 30D | -8.9% | -3.6% | -5.3% | -7.2% |
| 3M | -25.5% | -6.3% | -19.3% | -23.2% |
| 6M | -27.0% | -13.0% | -13.9% | -21.6% |
| YTD | -20.1% | -9.2% | -10.9% | -17.1% |
| 1Y | -11.0% | -13.1% | +2.1% | -5.2% |
| 3Y | -11.8% | +22.4% | -34.3% | -30.1% |
| 5Y | -20.6% | +47.1% | -67.8% | -47.1% |
| 10Y | +26.6% | +121.0% | -94.4% | -19.0% |
| All | +26.6% | +117.6% | -91.0% | -19.0% |
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