+95.0%
BE vs SRE
-11.8%
+106.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.4% |
| 7D | +20.5% | -1.1% | +21.6% | +21.5% |
| 30D | -23.4% | -4.1% | -19.2% | -20.4% |
| 3M | -14.9% | -7.3% | -7.5% | -10.2% |
| 6M | -28.1% | -14.1% | -13.9% | -20.9% |
| YTD | +132.4% | -8.5% | +140.9% | +126.7% |
| All | +95.0% | -11.8% | +106.8% | +104.2% |
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