+171.6%
BKR vs SRE
+45.6%
+126.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -8.1% | -3.0% | -5.1% | -7.1% |
| 3M | -6.6% | -8.3% | +1.7% | -3.3% |
| 6M | +0.9% | -8.9% | +9.8% | +4.5% |
| YTD | +31.1% | -4.3% | +35.4% | +32.3% |
| 1Y | +27.7% | +2.7% | +25.0% | +24.4% |
| 3Y | +71.2% | +28.7% | +42.6% | +41.7% |
| All | +171.6% | +45.6% | +126.0% | +106.0% |
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