+668.0%
BE vs SRE
+80.3%
+587.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.4% |
| 7D | +10.8% | +1.8% | +9.1% | +9.6% |
| 30D | -19.8% | -3.0% | -16.8% | -18.0% |
| 3M | -18.7% | -7.3% | -11.5% | -14.5% |
| 6M | -33.7% | -11.9% | -21.9% | -28.2% |
| YTD | +121.0% | -7.9% | +128.8% | +131.6% |
| 1Y | +85.4% | -11.1% | +96.6% | +99.8% |
| 3Y | +1,709.5% | +24.8% | +1,684.7% | +1,419.7% |
| 5Y | +462.2% | +52.4% | +409.8% | +323.4% |
| All | +668.0% | +80.3% | +587.6% | +460.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling