+28.1%
BA vs SRE
+110.3%
-82.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -1.7% | -8.4% | +6.7% | +3.4% |
| 30D | -9.5% | -3.2% | -6.3% | -8.0% |
| 3M | -26.5% | -5.3% | -21.2% | -24.6% |
| 6M | -27.4% | -12.6% | -14.8% | -22.3% |
| YTD | -20.6% | -8.8% | -11.8% | -17.9% |
| 1Y | -11.4% | -13.4% | +2.0% | -5.5% |
| 3Y | -10.8% | +24.4% | -35.2% | -30.0% |
| 5Y | -21.9% | +47.3% | -69.3% | -47.9% |
| 10Y | +28.1% | +116.7% | -88.5% | -17.8% |
| All | +28.1% | +110.3% | -82.1% | -17.8% |
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