+120.0%
SRE vs BAH
+207.1%
-87.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | -1.7% | -2.9% | +1.2% | -1.3% |
| 3M | -7.1% | -1.3% | -5.7% | -7.3% |
| 6M | -8.4% | -0.9% | -7.5% | -9.0% |
| YTD | -3.5% | -8.2% | +4.7% | -3.5% |
| 1Y | +5.4% | -24.0% | +29.4% | +9.7% |
| 3Y | +29.5% | -28.1% | +57.6% | +29.3% |
| 5Y | +48.3% | +2.5% | +45.8% | +28.7% |
| All | +120.0% | +207.1% | -87.1% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling