-11.5%
BA vs SRE
-13.6%
+2.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.7% | -8.4% | +6.7% | -1.8% |
| 30D | -9.5% | -3.2% | -6.3% | -9.5% |
| 3M | -26.5% | -5.3% | -21.2% | -26.6% |
| 6M | -27.4% | -12.6% | -14.8% | -27.2% |
| YTD | -20.6% | -8.8% | -11.8% | -20.6% |
| All | -11.5% | -13.6% | +2.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling