-11.0%
BA vs SRE
-14.1%
+3.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | 0.0% | -8.2% | +8.2% | 0.0% |
| 30D | -8.9% | -3.6% | -5.3% | -9.0% |
| 3M | -25.5% | -6.3% | -19.3% | -25.6% |
| 6M | -27.0% | -13.0% | -13.9% | -26.8% |
| YTD | -20.1% | -9.2% | -10.9% | -20.2% |
| 1Y | -11.0% | -13.1% | +2.1% | -11.3% |
| All | -11.0% | -14.1% | +3.1% | -11.3% |
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