+48.6%
SRE vs BAX
-67.6%
+116.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +1.5% | -5.1% | +6.6% | +2.1% |
| 30D | +0.8% | -12.2% | +13.0% | +2.6% |
| 3M | -5.8% | +21.8% | -27.6% | -8.7% |
| 6M | -7.8% | +36.3% | -44.1% | -12.3% |
| YTD | -2.4% | +27.8% | -30.2% | -7.0% |
| 1Y | +8.9% | -0.1% | +9.0% | +7.7% |
| 3Y | +31.1% | -33.3% | +64.4% | +36.5% |
| 5Y | +48.6% | -67.1% | +115.7% | +77.3% |
| All | +48.6% | -67.6% | +116.2% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling