-10.1%
BA vs SRE
+18.5%
-28.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +1.1% | -9.2% | +10.2% | +2.8% |
| 30D | -7.9% | -1.9% | -6.0% | -7.7% |
| 3M | -25.3% | -6.5% | -18.8% | -24.6% |
| 6M | -24.6% | -15.2% | -9.3% | -22.4% |
| YTD | -20.1% | -9.5% | -10.7% | -19.2% |
| 1Y | -11.8% | -13.2% | +1.5% | -9.8% |
| 3Y | -10.1% | +19.5% | -29.6% | -16.5% |
| All | -10.1% | +18.5% | -28.6% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling