+293.6%
BKR vs SRE
+1,524.7%
-1,231.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.0% |
| 7D | -6.7% | -0.7% | -6.0% | -6.3% |
| 30D | -8.3% | -1.7% | -6.6% | -7.8% |
| 3M | -5.4% | -7.1% | +1.7% | -2.0% |
| 6M | +0.8% | -8.4% | +9.2% | +4.8% |
| YTD | +31.8% | -3.5% | +35.4% | +32.9% |
| 1Y | +28.6% | +5.4% | +23.2% | +23.2% |
| 3Y | +71.2% | +29.5% | +41.7% | +41.6% |
| 5Y | +179.2% | +48.3% | +130.9% | +112.2% |
| 10Y | +124.0% | +123.5% | +0.5% | +30.6% |
| All | +293.6% | +1,524.7% | -1,231.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling