-7.7%
SRE vs BAH
+6.2%
-13.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.9% |
| 7D | -2.1% | +5.8% | -7.9% | -2.1% |
| 30D | +6.1% | +28.7% | -22.6% | +6.1% |
| 3M | -3.5% | +20.9% | -24.4% | -3.6% |
| 6M | -10.8% | +15.2% | -26.0% | -11.3% |
| YTD | -4.0% | +7.1% | -11.0% | -4.5% |
| 1Y | -7.7% | +6.4% | -14.0% | -7.6% |
| All | -7.7% | +6.2% | -13.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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