+120.0%
SRE vs BAX
-37.2%
+157.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.7% | -5.4% | +4.8% | +0.7% |
| 30D | -1.7% | -12.4% | +10.7% | +1.4% |
| 3M | -7.1% | +19.1% | -26.2% | -11.8% |
| 6M | -8.4% | +38.6% | -47.0% | -16.8% |
| YTD | -3.5% | +26.7% | -30.2% | -11.4% |
| 1Y | +5.4% | +1.0% | +4.4% | +2.6% |
| 3Y | +29.5% | -33.9% | +63.4% | +38.5% |
| 5Y | +48.3% | -67.0% | +115.4% | +105.5% |
| All | +120.0% | -37.2% | +157.1% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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