+140.1%
BP vs SRE
+126.1%
+14.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.8% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | -5.6% | -4.1% | -1.5% | -3.9% |
| 3M | +8.0% | -7.3% | +15.3% | +11.3% |
| 6M | +5.7% | -14.1% | +19.8% | +12.3% |
| YTD | +36.8% | -8.5% | +45.3% | +41.0% |
| 1Y | +30.7% | -12.0% | +42.7% | +36.9% |
| 3Y | +51.6% | +23.4% | +28.2% | +30.6% |
| 5Y | +112.2% | +51.3% | +60.9% | +63.0% |
| All | +140.1% | +126.1% | +14.0% | +78.3% |
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