+130.2%
SRE vs BAX
-35.8%
+166.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -3.0% | +4.1% | -7.1% | -4.2% |
| 3M | -7.3% | -4.5% | -2.7% | -6.6% |
| 6M | -11.9% | +49.2% | -61.1% | -21.3% |
| YTD | -7.9% | +35.2% | -43.1% | -17.0% |
| 1Y | -11.1% | +38.3% | -49.4% | -20.6% |
| 3Y | +24.8% | -19.0% | +43.8% | +25.2% |
| 5Y | +52.4% | -64.2% | +116.5% | +105.1% |
| All | +130.2% | -35.8% | +166.0% | +177.5% |
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