+421.7%
SRE vs BAH
+1,076.0%
-654.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.8% | +1.7% | 0.0% | +1.4% |
| 30D | -3.0% | +20.8% | -23.8% | -6.4% |
| 3M | -7.3% | +11.6% | -18.8% | -9.4% |
| 6M | -11.9% | +23.1% | -35.0% | -16.0% |
| YTD | -7.9% | +5.3% | -13.1% | -10.3% |
| 1Y | -11.1% | +6.1% | -17.3% | -13.8% |
| 3Y | +24.8% | -27.5% | +52.3% | +26.9% |
| 5Y | +52.4% | +6.2% | +46.2% | +39.2% |
| 10Y | +127.9% | +202.2% | -74.4% | +72.3% |
| All | +421.7% | +1,076.0% | -654.3% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling