+1,227.8%
BE vs SRE
+48.6%
+1,179.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 6M | +78.0% | -7.8% | +85.8% | +86.6% |
| YTD | +209.9% | -2.4% | +212.3% | +211.0% |
| 1Y | +389.6% | +8.9% | +380.7% | +356.2% |
| 3Y | +1,730.6% | +31.1% | +1,699.5% | +1,337.5% |
| 5Y | +1,227.8% | +48.6% | +1,179.2% | +1,050.8% |
| All | +1,227.8% | +48.6% | +1,179.2% | +1,050.8% |
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