+276.6%
BP vs SRE
+1,428.8%
-1,152.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -6.3% | -8.2% | +1.9% | -2.8% |
| 30D | -3.6% | -3.6% | 0.0% | -2.1% |
| 3M | +5.2% | -6.3% | +11.5% | +7.9% |
| 6M | +5.3% | -13.0% | +18.3% | +11.3% |
| YTD | +33.1% | -9.2% | +42.3% | +37.7% |
| 1Y | +26.3% | -13.1% | +39.4% | +33.0% |
| 3Y | +47.5% | +22.4% | +25.1% | +29.4% |
| 5Y | +106.2% | +47.1% | +59.0% | +65.1% |
| 10Y | +127.0% | +121.0% | +6.0% | +48.1% |
| All | +276.6% | +1,428.8% | -1,152.2% | +27.9% |
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