+310.6%
BE vs SRE
+7.5%
+303.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | +9.7% | -0.7% | +10.4% | +10.2% |
| 30D | +22.4% | -1.7% | +24.1% | +23.2% |
| 3M | +10.4% | -7.1% | +17.4% | +13.0% |
| 6M | +67.9% | -8.4% | +76.2% | +73.8% |
| YTD | +197.5% | -3.5% | +201.0% | +195.1% |
| 1Y | +310.6% | +5.4% | +305.2% | +421.9% |
| All | +310.6% | +7.5% | +303.0% | +421.9% |
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