-22.1%
BA vs SRE
+43.0%
-65.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +1.1% | -9.2% | +10.2% | +4.0% |
| 30D | -7.9% | -1.9% | -6.0% | -7.5% |
| 3M | -25.3% | -6.5% | -18.8% | -24.0% |
| 6M | -24.6% | -15.2% | -9.3% | -21.0% |
| YTD | -20.1% | -9.5% | -10.7% | -18.5% |
| 1Y | -11.8% | -13.2% | +1.5% | -8.6% |
| 3Y | -10.1% | +19.5% | -29.6% | -21.9% |
| All | -22.1% | +43.0% | -65.1% | -38.9% |
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