+446.6%
SRE vs BAH
+886.2%
-439.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | -0.7% | +2.0% | -2.7% | -1.2% |
| 3M | -6.3% | -7.6% | +1.3% | -5.3% |
| 6M | -10.7% | -5.7% | -5.0% | -10.4% |
| YTD | -3.5% | -11.7% | +8.3% | -2.7% |
| 1Y | +5.3% | -27.4% | +32.7% | +10.1% |
| 3Y | +31.8% | -32.5% | +64.3% | +35.1% |
| 5Y | +47.4% | -3.3% | +50.7% | +36.4% |
| 10Y | +120.6% | +186.0% | -65.4% | +69.3% |
| All | +446.6% | +886.2% | -439.6% | +217.1% |
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