+532.2%
BE vs SRE
+51.3%
+480.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.4% |
| 7D | +10.8% | +1.8% | +9.1% | +9.4% |
| 30D | -19.8% | -3.0% | -16.8% | -17.8% |
| 3M | -18.7% | -7.3% | -11.5% | -14.1% |
| 6M | -33.7% | -11.9% | -21.9% | -27.7% |
| YTD | +121.0% | -7.9% | +128.8% | +132.0% |
| 1Y | +85.4% | -11.1% | +96.6% | +100.9% |
| 3Y | +1,709.5% | +24.8% | +1,684.7% | +1,332.4% |
| All | +532.2% | +51.3% | +480.8% | +396.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling