+142.2%
BP vs SRE
+127.7%
+14.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +3.8% | +1.8% | +2.1% | +3.0% |
| 30D | -5.3% | -3.0% | -2.3% | -4.1% |
| 3M | +9.3% | -7.3% | +16.5% | +12.5% |
| 6M | +7.2% | -11.9% | +19.1% | +12.7% |
| YTD | +38.0% | -7.9% | +45.9% | +41.8% |
| 1Y | +33.2% | -11.1% | +44.4% | +38.9% |
| 3Y | +50.3% | +24.8% | +25.5% | +28.8% |
| 5Y | +114.1% | +52.4% | +61.7% | +63.9% |
| All | +142.2% | +127.7% | +14.5% | +79.3% |
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