+134.0%
BP vs SRE
+124.1%
+10.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | +8.1% | -1.7% | +9.8% | +8.7% |
| 3M | +8.6% | -7.1% | +15.7% | +11.9% |
| 6M | +18.1% | -8.4% | +26.5% | +22.1% |
| YTD | +37.6% | -3.5% | +41.1% | +38.8% |
| 1Y | +39.4% | +5.4% | +34.0% | +34.8% |
| 3Y | +40.1% | +29.5% | +10.5% | +18.5% |
| 5Y | +141.3% | +48.3% | +93.0% | +88.7% |
| All | +134.0% | +124.1% | +10.0% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling