+360.5%
BE vs SRE
+4.7%
+355.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.7% |
| 7D | +20.0% | -0.3% | +20.3% | +20.2% |
| 30D | +7.9% | -0.7% | +8.6% | +7.9% |
| 3M | -13.2% | -6.3% | -6.9% | -11.4% |
| 6M | +53.5% | -10.7% | +64.1% | +62.3% |
| YTD | +191.0% | -3.5% | +194.5% | +186.6% |
| 1Y | +360.5% | +5.3% | +355.2% | +399.9% |
| All | +360.5% | +4.7% | +355.8% | +399.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling