-26.4%
BA vs SRE
+51.3%
-77.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.1% | +1.8% | -2.8% | -1.6% |
| 30D | -7.1% | -3.0% | -4.1% | -6.4% |
| 3M | -25.5% | -7.3% | -18.3% | -24.1% |
| 6M | -28.7% | -11.9% | -16.8% | -26.2% |
| YTD | -21.0% | -7.9% | -13.1% | -19.8% |
| 1Y | -11.9% | -11.1% | -0.7% | -9.4% |
| 3Y | -16.2% | +24.8% | -41.0% | -28.4% |
| All | -26.4% | +51.3% | -77.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling