+651.9%
BA vs SRE
+1,525.5%
-873.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -11.6% | -0.7% | -10.9% | -11.6% |
| 3M | -2.4% | -6.3% | +3.9% | +0.2% |
| 6M | -6.6% | -10.7% | +4.0% | -2.2% |
| YTD | -2.2% | -3.5% | +1.2% | -1.7% |
| 1Y | -8.0% | +5.3% | -13.3% | -11.7% |
| 3Y | -5.0% | +31.8% | -36.8% | -21.6% |
| 5Y | -2.7% | +47.4% | -50.1% | -24.9% |
| 10Y | +75.9% | +120.6% | -44.7% | +14.6% |
| All | +651.9% | +1,525.5% | -873.6% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling