+1,683.3%
BE vs SRE
+30.8%
+1,652.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.5% |
| 7D | +23.9% | +1.5% | +22.5% | +22.9% |
| 30D | +27.8% | +0.8% | +27.0% | +26.8% |
| 3M | +3.7% | -5.8% | +9.5% | +6.7% |
| 6M | +78.0% | -7.8% | +85.8% | +86.2% |
| YTD | +209.9% | -2.4% | +212.3% | +210.6% |
| 1Y | +389.6% | +8.9% | +380.7% | +357.7% |
| All | +1,683.3% | +30.8% | +1,652.5% | +1,218.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling